+38.2%
GLW vs PRU
+20.7%
+17.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.4% |
| 7D | +1.4% | -2.8% | +4.3% | +0.9% |
| 30D | -18.2% | +8.5% | -26.7% | -16.8% |
| 3M | -24.2% | +1.7% | -25.9% | -23.3% |
| 6M | -41.7% | +24.8% | -66.5% | -42.2% |
| YTD | +38.3% | +13.3% | +25.0% | +34.8% |
| 1Y | +38.2% | +21.4% | +16.8% | +29.8% |
| All | +38.2% | +20.7% | +17.4% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling