+443.2%
SCHG vs PRU
+138.7%
+304.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -2.7% | -3.8% | +1.1% | -1.3% |
| 30D | -2.2% | -2.0% | -0.2% | -1.5% |
| 3M | +6.2% | +14.0% | -7.8% | +0.8% |
| 6M | +13.4% | +27.2% | -13.9% | +2.9% |
| YTD | +7.1% | +9.1% | -2.0% | +2.9% |
| 1Y | +12.5% | +18.1% | -5.5% | +4.6% |
| 3Y | +86.2% | +44.3% | +41.9% | +58.4% |
| 5Y | +83.9% | +45.7% | +38.2% | +54.7% |
| All | +443.2% | +138.7% | +304.5% | +261.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling