+526.0%
GLW vs PRU
+99.2%
+426.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.8% |
| 7D | +7.7% | +3.6% | +4.1% | +5.7% |
| 30D | -18.8% | +8.9% | -27.7% | -22.8% |
| 3M | -27.7% | +0.2% | -27.9% | -28.3% |
| 6M | -44.4% | +23.7% | -68.2% | -51.5% |
| YTD | +31.3% | +13.7% | +17.5% | +18.9% |
| 1Y | +40.0% | +20.6% | +19.4% | +22.6% |
| 3Y | +339.2% | +56.3% | +282.9% | +222.1% |
| 5Y | +229.2% | +42.3% | +186.8% | +150.3% |
| All | +526.0% | +99.2% | +426.7% | +262.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 10y: compounded portfolio wealth divided by compounded PRU 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…
10y analysis · Full analysis span regression · 6 months rolling