+566.6%
SCHD vs PRU
+352.7%
+213.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | -0.3% | +1.9% | -2.1% | -1.0% |
| 30D | +3.4% | +2.7% | +0.7% | +2.3% |
| 3M | +7.6% | +19.5% | -11.8% | +0.3% |
| 6M | +12.2% | +26.6% | -14.5% | +1.9% |
| YTD | +29.0% | +12.3% | +16.6% | +22.3% |
| 1Y | +30.3% | +18.0% | +12.2% | +20.9% |
| 3Y | +56.1% | +47.0% | +9.1% | +31.1% |
| 5Y | +60.4% | +48.4% | +12.0% | +32.2% |
| 10Y | +241.3% | +142.4% | +98.8% | +117.0% |
| All | +566.6% | +352.7% | +213.9% | +232.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling