+217.7%
GWW vs PRU
+36.1%
+181.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.3% |
| 7D | +6.0% | +2.4% | +3.6% | +5.1% |
| 30D | +14.0% | +6.1% | +7.9% | +11.5% |
| 3M | +12.5% | -0.7% | +13.3% | +12.8% |
| 6M | +23.6% | +22.1% | +1.6% | +14.0% |
| YTD | +43.6% | +9.8% | +33.8% | +37.4% |
| 1Y | +52.5% | +19.4% | +33.1% | +40.9% |
| 3Y | +92.6% | +50.4% | +42.2% | +58.6% |
| All | +217.7% | +36.1% | +181.5% | +164.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling