+43.5%
PRU vs SHAK
-25.9%
+69.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -0.4% |
| 7D | -1.9% | -7.2% | +5.3% | -0.7% |
| 30D | -2.6% | -11.8% | +9.2% | -0.6% |
| 3M | +14.7% | +17.2% | -2.5% | +10.9% |
| 6M | +25.7% | -34.1% | +59.8% | +32.6% |
| YTD | +8.3% | -22.4% | +30.6% | +10.4% |
| 1Y | +17.3% | -35.9% | +53.2% | +23.6% |
| 3Y | +43.2% | -3.4% | +46.5% | +34.9% |
| 5Y | +43.5% | -25.4% | +68.9% | +34.4% |
| All | +43.5% | -25.9% | +69.4% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling