+26.9%
PRU vs SHAK
-21.2%
+48.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.8% | +2.8% | +6.3% |
| 7D | +9.8% | +8.3% | +1.4% | +9.1% |
| 30D | +11.6% | +16.7% | -5.1% | +10.3% |
| 3M | +3.7% | +10.0% | -6.3% | +2.8% |
| 6M | +33.0% | -23.8% | +56.8% | +36.6% |
| YTD | +16.6% | -10.3% | +26.9% | +18.0% |
| 1Y | +26.9% | -22.9% | +49.8% | +32.6% |
| All | +26.9% | -21.2% | +48.2% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling