+5,600.9%
SHW vs PRU
+816.1%
+4,784.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | +4.2% | +3.8% | +0.5% | +3.3% |
| 30D | +11.3% | +9.0% | +2.2% | +9.0% |
| 3M | -1.8% | +2.1% | -3.9% | -2.3% |
| 6M | +12.7% | +25.4% | -12.7% | +6.4% |
| YTD | +10.4% | +13.5% | -3.1% | +6.7% |
| 1Y | +4.7% | +21.3% | -16.6% | -0.6% |
| 3Y | +42.7% | +55.1% | -12.4% | +26.5% |
| 5Y | +14.5% | +43.6% | -29.0% | +2.8% |
| 10Y | +340.7% | +99.2% | +241.5% | +245.9% |
| All | +5,600.9% | +816.1% | +4,784.8% | +2,151.3% |
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