+27.1%
SHW vs PRU
+47.2%
-20.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | -3.2% | +1.9% | -5.1% | -3.9% |
| 30D | -9.5% | +2.7% | -12.2% | -10.5% |
| 3M | +11.5% | +19.5% | -8.0% | +4.1% |
| 6M | -3.5% | +26.6% | -30.2% | -12.1% |
| YTD | +3.7% | +12.3% | -8.6% | -1.2% |
| 1Y | -7.9% | +18.0% | -26.0% | -14.2% |
| All | +27.1% | +47.2% | -20.0% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling