+713.1%
SCHW vs PRU
+809.5%
-96.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -4.4% | +7.9% | -12.3% | -8.5% |
| 3M | -15.9% | +0.9% | -16.8% | -16.5% |
| 6M | +2.0% | +22.4% | -20.3% | -9.2% |
| YTD | -7.3% | +12.7% | -20.0% | -14.2% |
| 1Y | -4.9% | +19.6% | -24.5% | -15.0% |
| 3Y | +74.9% | +54.0% | +20.9% | +33.6% |
| 5Y | +19.2% | +41.0% | -21.9% | -3.6% |
| 10Y | +188.3% | +97.4% | +90.9% | +87.9% |
| All | +713.1% | +809.5% | -96.4% | +24.4% |
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