+356.1%
SHW vs PRU
+115.4%
+240.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.4% |
| 7D | +3.5% | +2.4% | +1.1% | +2.7% |
| 30D | +9.2% | +6.1% | +3.1% | +7.0% |
| 3M | -5.1% | -0.7% | -4.4% | -4.8% |
| 6M | +6.8% | +22.1% | -15.2% | -0.6% |
| YTD | +7.0% | +9.8% | -2.8% | +3.0% |
| 1Y | +4.1% | +19.4% | -15.2% | -2.8% |
| 3Y | +41.1% | +50.4% | -9.3% | +19.5% |
| 5Y | +12.9% | +37.2% | -24.3% | -2.6% |
| All | +356.1% | +115.4% | +240.8% | +196.1% |
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 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