+5,537.5%
SHW vs PRU
+809.5%
+4,728.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +8.4% | +7.9% | +0.5% | +6.4% |
| 3M | -2.2% | +0.9% | -3.1% | -2.4% |
| 6M | +13.3% | +22.4% | -9.0% | +7.7% |
| YTD | +9.2% | +12.7% | -3.5% | +5.7% |
| 1Y | +2.9% | +19.6% | -16.7% | -1.9% |
| 3Y | +41.1% | +54.0% | -12.9% | +25.4% |
| 5Y | +11.0% | +41.0% | -30.1% | 0.0% |
| 10Y | +341.2% | +97.4% | +243.8% | +247.1% |
| All | +5,537.5% | +809.5% | +4,728.1% | +2,130.4% |
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