+3,663.5%
SHOP vs PRU
+102.7%
+3,560.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -2.5% | -2.8% | +0.4% | -1.2% |
| 30D | -16.7% | +8.5% | -25.2% | -19.8% |
| 3M | -2.2% | +1.7% | -3.9% | -3.0% |
| 6M | +45.6% | +24.8% | +20.8% | +31.0% |
| YTD | -7.3% | +13.3% | -20.6% | -12.8% |
| 1Y | -6.1% | +21.4% | -27.5% | -14.4% |
| 3Y | +143.3% | +54.8% | +88.5% | +104.1% |
| 5Y | +0.2% | +42.4% | -42.2% | -12.5% |
| 10Y | +3,663.5% | +98.4% | +3,565.0% | +2,614.1% |
| All | +3,663.5% | +102.7% | +3,560.8% | +2,614.1% |
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