+1,135.8%
SCHG vs PRU
+362.3%
+773.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -0.7% | +1.9% | -2.6% | -1.5% |
| 30D | +0.2% | +2.7% | -2.5% | -0.9% |
| 3M | +2.2% | +19.5% | -17.2% | -5.1% |
| 6M | +15.0% | +26.6% | -11.6% | +4.1% |
| YTD | +9.2% | +12.3% | -3.2% | +3.4% |
| 1Y | +15.7% | +18.0% | -2.3% | +7.2% |
| 3Y | +87.3% | +47.0% | +40.2% | +56.7% |
| 5Y | +84.5% | +48.4% | +36.0% | +52.2% |
| 10Y | +448.7% | +142.4% | +306.3% | +233.3% |
| All | +1,135.8% | +362.3% | +773.5% | +425.2% |
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