+5,253.9%
SHW vs PRU
+806.6%
+4,447.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -3.2% | +1.9% | -5.1% | -3.7% |
| 30D | -9.5% | +2.7% | -12.2% | -10.2% |
| 3M | +11.5% | +19.5% | -8.0% | +6.5% |
| 6M | -3.5% | +26.6% | -30.2% | -9.3% |
| YTD | +3.7% | +12.3% | -8.6% | +0.4% |
| 1Y | -7.9% | +18.0% | -26.0% | -12.1% |
| 3Y | +24.7% | +47.0% | -22.3% | +11.9% |
| 5Y | +13.6% | +48.4% | -34.8% | +1.0% |
| 10Y | +283.0% | +142.4% | +140.5% | +187.5% |
| All | +5,253.9% | +806.6% | +4,447.3% | +2,018.0% |
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