+493.9%
GLW vs PRU
+115.4%
+378.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +4.0% |
| 7D | -13.9% | +2.4% | -16.3% | -15.2% |
| 30D | -35.0% | +6.1% | -41.1% | -37.4% |
| 3M | -32.4% | -0.7% | -31.6% | -32.7% |
| 6M | -41.3% | +22.1% | -63.4% | -48.4% |
| YTD | +21.8% | +9.8% | +12.1% | +12.5% |
| 1Y | +21.8% | +19.4% | +2.5% | +7.2% |
| 3Y | +307.7% | +50.4% | +257.3% | +205.8% |
| 5Y | +213.7% | +37.2% | +176.5% | +143.6% |
| All | +493.9% | +115.4% | +378.5% | +264.7% |
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