+82.9%
SCHG vs PRU
+43.7%
+39.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | 0.0% |
| 7D | -0.9% | -1.9% | +1.0% | 0.0% |
| 30D | -2.3% | -2.6% | +0.3% | -1.2% |
| 3M | +4.5% | +14.7% | -10.2% | -2.1% |
| 6M | +13.6% | +25.7% | -12.1% | +1.7% |
| YTD | +7.6% | +8.3% | -0.7% | +2.9% |
| 1Y | +13.0% | +17.3% | -4.3% | +3.8% |
| 3Y | +87.0% | +43.2% | +43.8% | +51.3% |
| 5Y | +82.9% | +43.5% | +39.3% | +47.8% |
| All | +82.9% | +43.7% | +39.1% | +47.8% |
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