+3,647.2%
SHOP vs PRU
+115.4%
+3,531.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.2% | +1.0% |
| 7D | -2.7% | +3.2% | -5.8% | -4.0% |
| 30D | -11.0% | +7.9% | -18.9% | -14.1% |
| 3M | +0.3% | +1.8% | -1.5% | -0.5% |
| 6M | +37.7% | +24.1% | +13.6% | +24.3% |
| YTD | -5.5% | +12.4% | -17.9% | -10.8% |
| 1Y | -0.2% | +20.9% | -21.1% | -8.8% |
| 3Y | +151.9% | +55.5% | +96.4% | +111.3% |
| 5Y | -2.2% | +42.7% | -44.9% | -14.4% |
| 10Y | +3,647.2% | +106.1% | +3,541.0% | +2,723.2% |
| All | +3,647.2% | +115.4% | +3,531.8% | +2,723.2% |
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