+66.9%
SHEL vs PRU
+46.4%
+20.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.5% |
| 7D | -8.8% | +2.4% | -11.2% | -9.4% |
| 30D | +2.3% | +6.1% | -3.8% | +0.9% |
| 3M | +11.6% | -0.7% | +12.3% | +11.5% |
| 6M | +15.7% | +22.1% | -6.4% | +10.2% |
| YTD | +38.6% | +9.8% | +28.8% | +35.1% |
| 1Y | +38.5% | +19.4% | +19.1% | +31.6% |
| 3Y | +66.9% | +50.4% | +16.5% | +41.5% |
| All | +66.9% | +46.4% | +20.4% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling