+230.2%
GWW vs PRU
+48.6%
+181.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.2% |
| 7D | +1.4% | +1.9% | -0.5% | +0.7% |
| 30D | +3.3% | +2.7% | +0.5% | +2.2% |
| 3M | +2.9% | +19.5% | -16.5% | -4.0% |
| 6M | +15.8% | +26.6% | -10.9% | +5.3% |
| YTD | +32.0% | +12.3% | +19.7% | +25.4% |
| 1Y | +29.9% | +18.0% | +11.9% | +20.9% |
| 3Y | +91.1% | +47.0% | +44.1% | +60.2% |
| All | +230.2% | +48.6% | +181.7% | +166.6% |
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