-0.9%
SCHW vs PRU
+20.9%
-21.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.4% |
| 7D | +2.0% | +3.6% | -1.6% | +0.6% |
| 30D | -3.6% | +8.9% | -12.5% | -6.6% |
| 3M | -15.0% | +0.2% | -15.2% | -15.2% |
| 6M | +2.6% | +23.7% | -21.1% | -4.6% |
| YTD | -5.7% | +13.7% | -19.4% | -11.0% |
| 1Y | -0.9% | +20.6% | -21.5% | -9.9% |
| All | -0.9% | +20.9% | -21.8% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling