+60.0%
SCHD vs PRU
+43.7%
+16.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | -2.6% | -1.9% | -0.8% | -1.9% |
| 30D | -0.3% | -2.6% | +2.3% | +0.7% |
| 3M | +6.1% | +14.7% | -8.6% | +0.3% |
| 6M | +11.7% | +25.7% | -14.0% | +1.5% |
| YTD | +26.3% | +8.3% | +18.1% | +21.6% |
| 1Y | +28.8% | +17.3% | +11.4% | +19.5% |
| 3Y | +55.0% | +43.2% | +11.9% | +28.9% |
| 5Y | +60.0% | +43.5% | +16.5% | +31.0% |
| All | +60.0% | +43.7% | +16.3% | +31.0% |
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