+542.4%
GLW vs PRU
+115.4%
+427.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.4% | +6.9% | +8.0% |
| 7D | -5.9% | +3.2% | -9.1% | -7.6% |
| 30D | -26.0% | +7.9% | -33.9% | -29.3% |
| 3M | -29.9% | +1.8% | -31.7% | -31.1% |
| 6M | -37.8% | +24.1% | -61.9% | -45.8% |
| YTD | +33.1% | +12.4% | +20.8% | +21.5% |
| 1Y | +36.8% | +20.9% | +15.9% | +19.7% |
| 3Y | +356.1% | +55.5% | +300.6% | +235.9% |
| 5Y | +243.8% | +42.7% | +201.1% | +161.2% |
| 10Y | +542.4% | +106.1% | +436.2% | +285.0% |
| All | +542.4% | +115.4% | +427.0% | +285.0% |
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