+295.2%
SCHW vs PRU
+138.7%
+156.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.2% |
| 7D | -2.8% | -3.8% | +1.1% | -0.1% |
| 30D | -0.1% | -2.0% | +2.0% | +1.3% |
| 3M | +20.6% | +14.0% | +6.6% | +9.9% |
| 6M | +15.9% | +27.2% | -11.3% | -2.6% |
| YTD | +8.5% | +9.1% | -0.6% | +0.8% |
| 1Y | +17.8% | +18.1% | -0.2% | +3.3% |
| 3Y | +88.5% | +44.3% | +44.3% | +39.1% |
| 5Y | +60.6% | +45.7% | +14.9% | +18.1% |
| All | +295.2% | +138.7% | +156.5% | +92.6% |
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