+43.3%
SHEL vs PRU
+27.9%
+15.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.6% | -8.8% | -1.9% |
| 7D | -3.2% | +9.8% | -12.9% | -2.7% |
| 30D | +5.5% | +11.6% | -6.1% | +6.0% |
| 3M | +14.4% | +3.7% | +10.7% | +14.6% |
| 6M | +16.2% | +33.0% | -16.8% | +18.0% |
| YTD | +42.4% | +16.6% | +25.8% | +41.9% |
| 1Y | +43.3% | +26.9% | +16.3% | +42.5% |
| All | +43.3% | +27.9% | +15.4% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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