+78.9%
SCHG vs PRU
+56.8%
+22.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | +2.7% | +3.6% | -0.9% | +1.4% |
| 30D | -5.2% | +8.9% | -14.0% | -8.2% |
| 3M | -5.2% | +0.2% | -5.3% | -5.3% |
| 6M | -0.6% | +23.7% | -24.3% | -8.9% |
| YTD | +4.7% | +13.7% | -9.0% | -1.1% |
| 1Y | +6.0% | +20.6% | -14.6% | -2.4% |
| 3Y | +78.9% | +56.3% | +22.6% | +47.1% |
| All | +78.9% | +56.8% | +22.2% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling