+66.0%
SHEL vs PRU
+50.2%
+15.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.6% | +0.9% |
| 7D | +2.2% | +1.9% | +0.4% | +1.8% |
| 30D | +6.8% | +2.7% | +4.1% | +6.2% |
| 3M | +8.1% | +19.5% | -11.4% | +3.8% |
| 6M | +14.4% | +26.6% | -12.2% | +8.2% |
| YTD | +30.0% | +12.3% | +17.6% | +26.3% |
| 1Y | +33.3% | +18.0% | +15.3% | +27.5% |
| All | +66.0% | +50.2% | +15.8% | +48.8% |
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