+57.5%
SCHW vs PRU
+43.7%
+13.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.7% |
| 7D | -1.6% | -1.9% | +0.3% | -0.3% |
| 30D | -1.1% | -2.6% | +1.5% | +0.7% |
| 3M | +20.4% | +14.7% | +5.7% | +9.2% |
| 6M | +13.6% | +25.7% | -12.1% | -3.8% |
| YTD | +7.7% | +8.3% | -0.6% | +0.8% |
| 1Y | +15.2% | +17.3% | -2.1% | +1.3% |
| 3Y | +87.1% | +43.2% | +44.0% | +32.8% |
| 5Y | +57.5% | +43.5% | +14.0% | +10.1% |
| All | +57.5% | +43.7% | +13.7% | +10.1% |
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 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