+169.1%
PRU vs SHAK
+47.7%
+121.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +1.9% | -0.7% | +2.6% | +2.0% |
| 30D | +2.7% | -6.6% | +9.4% | +4.1% |
| 3M | +19.5% | +30.1% | -10.6% | +12.1% |
| 6M | +26.6% | -28.7% | +55.4% | +32.8% |
| YTD | +12.3% | -14.5% | +26.8% | +12.7% |
| 1Y | +18.0% | -31.9% | +49.9% | +24.0% |
| 3Y | +47.0% | -1.0% | +48.0% | +35.5% |
| 5Y | +48.4% | -18.7% | +67.1% | +35.8% |
| 10Y | +142.4% | +98.1% | +44.3% | +71.7% |
| All | +169.1% | +47.7% | +121.4% | +99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling