+779.9%
PRU vs GRMN
+5,600.7%
-4,820.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | +2.4% | +4.7% | -2.3% | +0.5% |
| 30D | +6.1% | +3.4% | +2.7% | +4.5% |
| 3M | -0.7% | -5.0% | +4.3% | +1.1% |
| 6M | +22.1% | +18.6% | +3.5% | +12.2% |
| YTD | +9.8% | +42.5% | -32.7% | -7.4% |
| 1Y | +19.4% | +42.3% | -23.0% | +0.7% |
| 3Y | +50.4% | +158.5% | -108.1% | -5.5% |
| 5Y | +37.2% | +123.6% | -86.4% | -9.6% |
| 10Y | +119.5% | +682.5% | -563.0% | -11.3% |
| All | +779.9% | +5,600.7% | -4,820.8% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GRMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling