+1,664.7%
GLW vs PRU
+809.8%
+854.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -3.3% | -9.6% | -11.6% |
| 7D | -19.7% | +4.8% | -24.5% | -21.3% |
| 30D | -38.8% | +7.9% | -46.6% | -40.8% |
| 3M | -33.9% | +3.1% | -37.0% | -35.1% |
| 6M | -36.0% | +25.2% | -61.2% | -42.2% |
| YTD | +18.7% | +12.7% | +6.0% | +11.1% |
| 1Y | +19.8% | +23.5% | -3.7% | +8.0% |
| 3Y | +294.3% | +50.6% | +243.7% | +224.3% |
| 5Y | +205.7% | +40.9% | +164.9% | +156.3% |
| 10Y | +493.8% | +125.5% | +368.3% | +299.5% |
| All | +1,664.7% | +809.8% | +854.8% | +334.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling