+216.1%
SHEL vs PRU
+97.4%
+118.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | -1.6% | 0.0% | -1.5% | -1.6% |
| 30D | -4.3% | +7.9% | -12.2% | -8.3% |
| 3M | +10.4% | +0.9% | +9.5% | +9.2% |
| 6M | +17.5% | +22.4% | -4.8% | +5.0% |
| YTD | +37.8% | +12.7% | +25.1% | +27.1% |
| 1Y | +33.8% | +19.6% | +14.2% | +19.4% |
| 3Y | +69.1% | +54.0% | +15.1% | +26.6% |
| 5Y | +165.7% | +41.0% | +124.7% | +103.9% |
| All | +216.1% | +97.4% | +118.7% | +78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling