+134.7%
PRU vs SHAK
+81.5%
+53.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.8% | +1.3% |
| 7D | -3.8% | -11.0% | +7.1% | -1.2% |
| 30D | -2.0% | -14.0% | +12.0% | +1.4% |
| 3M | +14.0% | +13.3% | +0.7% | +9.5% |
| 6M | +27.2% | -35.3% | +62.6% | +37.3% |
| YTD | +9.1% | -24.0% | +33.1% | +12.5% |
| 1Y | +18.1% | -36.7% | +54.8% | +26.8% |
| 3Y | +44.3% | -5.4% | +49.6% | +31.4% |
| 5Y | +45.7% | -24.9% | +70.6% | +32.6% |
| All | +134.7% | +81.5% | +53.2% | +45.4% |
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