+55.5%
PRU vs GTLB
+4.0%
+51.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +2.5% |
| 7D | +3.2% | -9.6% | +12.7% | +4.2% |
| 30D | +7.9% | -14.5% | +22.4% | +9.4% |
| 3M | +1.8% | +20.9% | -19.1% | -0.3% |
| 6M | +24.1% | +81.4% | -57.2% | +16.2% |
| YTD | +12.4% | +25.6% | -13.2% | +8.7% |
| 1Y | +20.9% | +3.4% | +17.5% | +19.2% |
| 3Y | +55.5% | +8.9% | +46.6% | +51.2% |
| All | +55.5% | +4.0% | +51.4% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling