+346.7%
SHW vs PRU
+102.7%
+244.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.1% | -2.8% | +0.7% | -1.1% |
| 30D | +11.1% | +8.5% | +2.6% | +8.0% |
| 3M | -2.2% | +1.7% | -3.9% | -2.7% |
| 6M | +14.3% | +24.8% | -10.4% | +5.5% |
| YTD | +10.6% | +13.3% | -2.7% | +5.2% |
| 1Y | +4.1% | +21.4% | -17.3% | -3.4% |
| 3Y | +42.9% | +54.8% | -11.9% | +19.8% |
| 5Y | +14.2% | +42.4% | -28.2% | -2.7% |
| 10Y | +346.7% | +98.4% | +248.3% | +203.7% |
| All | +346.7% | +102.7% | +244.1% | +203.7% |
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 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