+868.8%
SCHW vs PRU
+806.6%
+62.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -0.8% | +1.9% | -2.7% | -1.8% |
| 30D | +1.5% | +2.7% | -1.2% | -0.1% |
| 3M | +24.6% | +19.5% | +5.1% | +12.6% |
| 6M | +14.5% | +26.6% | -12.1% | -0.1% |
| YTD | +10.5% | +12.3% | -1.9% | +2.6% |
| 1Y | +13.4% | +18.0% | -4.7% | +2.3% |
| 3Y | +88.3% | +47.0% | +41.2% | +48.0% |
| 5Y | +62.1% | +48.4% | +13.7% | +27.9% |
| 10Y | +297.3% | +142.4% | +154.8% | +133.6% |
| All | +868.8% | +806.6% | +62.3% | +48.7% |
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