+566.5%
GWW vs PRU
+135.5%
+431.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.1% |
| 7D | -0.5% | -1.9% | +1.4% | +0.4% |
| 30D | -1.4% | -2.6% | +1.2% | -0.3% |
| 3M | -3.6% | +14.7% | -18.3% | -9.5% |
| 6M | +15.1% | +25.7% | -10.6% | +3.5% |
| YTD | +27.5% | +8.3% | +19.2% | +21.9% |
| 1Y | +29.6% | +17.3% | +12.3% | +19.4% |
| 3Y | +90.1% | +43.2% | +46.9% | +57.2% |
| 5Y | +222.6% | +43.5% | +179.1% | +160.1% |
| 10Y | +566.5% | +134.6% | +432.0% | +260.3% |
| All | +566.5% | +135.5% | +431.0% | +260.3% |
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