+136.2%
PRU vs GWRE
+131.0%
+5.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -2.3% | -13.2% | +11.0% | +0.8% |
| 30D | -1.7% | -18.6% | +16.9% | +1.9% |
| 3M | +13.2% | +18.9% | -5.7% | +6.7% |
| 6M | +28.8% | -11.0% | +39.7% | +28.0% |
| YTD | +9.8% | -29.9% | +39.7% | +15.3% |
| 1Y | +17.4% | -44.3% | +61.7% | +30.8% |
| 3Y | +44.9% | +51.7% | -6.8% | +14.2% |
| 5Y | +46.6% | +15.4% | +31.2% | +23.9% |
| All | +136.2% | +131.0% | +5.2% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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