+594.8%
SHEL vs PRU
+814.1%
-219.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -3.9% | -2.8% | -1.1% | -3.0% |
| 30D | -3.7% | +8.5% | -12.2% | -6.5% |
| 3M | +9.1% | +1.7% | +7.3% | +8.0% |
| 6M | +16.7% | +24.8% | -8.1% | +7.7% |
| YTD | +36.8% | +13.3% | +23.6% | +29.7% |
| 1Y | +31.8% | +21.4% | +10.4% | +21.9% |
| 3Y | +67.9% | +54.8% | +13.1% | +40.9% |
| 5Y | +163.3% | +42.4% | +121.0% | +125.2% |
| 10Y | +210.7% | +98.4% | +112.3% | +131.6% |
| All | +594.8% | +814.1% | -219.3% | +138.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling