+275.3%
PRU vs GWRE
+793.8%
-518.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.8% | +5.7% | -0.3% |
| 7D | +1.9% | -25.6% | +27.5% | +8.4% |
| 30D | -0.4% | -12.2% | +11.8% | +1.7% |
| 3M | +16.4% | +17.7% | -1.3% | +9.9% |
| 6M | +26.0% | -11.3% | +37.4% | +25.5% |
| YTD | +9.9% | -25.5% | +35.4% | +13.6% |
| 1Y | +18.8% | -42.8% | +61.6% | +31.2% |
| 3Y | +45.3% | +59.0% | -13.7% | +16.0% |
| 5Y | +45.6% | +21.6% | +24.0% | +22.0% |
| 10Y | +139.6% | +139.2% | +0.4% | +60.2% |
| All | +275.3% | +793.8% | -518.4% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling