+97.7%
PRU vs SHAK
+97.6%
+0.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.2% | +0.2% |
| 7D | +3.6% | +4.3% | -0.7% | +2.5% |
| 30D | +8.9% | +9.0% | -0.2% | +6.5% |
| 3M | +0.2% | +1.8% | -1.6% | -0.8% |
| 6M | +23.7% | +17.3% | +6.4% | +17.0% |
| YTD | +13.7% | -7.6% | +21.4% | +11.4% |
| 1Y | +20.6% | -16.9% | +37.5% | +21.1% |
| 3Y | +56.3% | +35.1% | +21.3% | +29.7% |
| 5Y | +42.3% | -11.3% | +53.6% | +25.6% |
| All | +97.7% | +97.6% | +0.2% | +21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling