+2,532.6%
GLW vs PRU
+806.6%
+1,726.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.6% | +6.1% |
| 7D | +3.8% | +1.9% | +1.9% | +2.9% |
| 30D | -1.3% | +2.7% | -4.1% | -2.5% |
| 3M | -21.8% | +19.5% | -41.3% | -27.8% |
| 6M | +6.9% | +26.6% | -19.7% | -3.8% |
| YTD | +77.2% | +12.3% | +64.8% | +66.7% |
| 1Y | +123.2% | +18.0% | +105.2% | +105.5% |
| 3Y | +400.0% | +47.0% | +353.0% | +317.0% |
| 5Y | +342.8% | +48.4% | +294.4% | +264.9% |
| 10Y | +771.4% | +142.4% | +628.9% | +473.8% |
| All | +2,532.6% | +806.6% | +1,726.0% | +552.5% |
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