+3,781.0%
SHOP vs PRU
+99.2%
+3,681.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -1.2% | +3.6% | -4.8% | -2.8% |
| 30D | -14.7% | +8.9% | -23.6% | -18.0% |
| 3M | -7.2% | +0.2% | -7.4% | -7.4% |
| 6M | +54.2% | +23.7% | +30.4% | +39.3% |
| YTD | -8.6% | +13.7% | -22.4% | -14.2% |
| 1Y | +0.5% | +20.6% | -20.1% | -8.1% |
| 3Y | +135.9% | +56.3% | +79.6% | +97.1% |
| 5Y | -11.9% | +42.3% | -54.2% | -23.1% |
| All | +3,781.0% | +99.2% | +3,681.8% | +2,681.6% |
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