+297.3%
GLW vs PRU
+50.4%
+246.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -3.3% | -9.6% | -12.0% |
| 7D | -19.7% | +4.8% | -24.5% | -20.7% |
| 30D | -38.8% | +7.9% | -46.6% | -40.1% |
| 3M | -33.9% | +3.1% | -37.0% | -34.6% |
| 6M | -36.0% | +25.2% | -61.2% | -41.6% |
| YTD | +18.7% | +12.7% | +6.0% | +12.4% |
| 1Y | +19.8% | +23.5% | -3.7% | +8.6% |
| All | +297.3% | +50.4% | +246.9% | +196.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling