+560.0%
SHEL vs PRU
+806.6%
-246.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.6% | +1.0% |
| 7D | +2.2% | +1.9% | +0.4% | +1.6% |
| 30D | +6.8% | +2.7% | +4.1% | +5.8% |
| 3M | +8.1% | +19.5% | -11.4% | +1.7% |
| 6M | +14.4% | +26.6% | -12.2% | +5.1% |
| YTD | +30.0% | +12.3% | +17.6% | +23.9% |
| 1Y | +33.3% | +18.0% | +15.3% | +24.7% |
| 3Y | +66.4% | +47.0% | +19.4% | +42.4% |
| 5Y | +178.6% | +48.4% | +130.1% | +135.5% |
| 10Y | +198.4% | +142.4% | +56.0% | +110.7% |
| All | +560.0% | +806.6% | -246.6% | +128.3% |
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