+120.5%
SHOP vs PRU
+47.2%
+73.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | +0.3% |
| 7D | -5.1% | +1.9% | -7.0% | -6.6% |
| 30D | +0.6% | +2.7% | -2.1% | -1.7% |
| 3M | +25.0% | +19.5% | +5.6% | +6.4% |
| 6M | +11.9% | +26.6% | -14.7% | -10.6% |
| YTD | -9.9% | +12.3% | -22.2% | -19.3% |
| 1Y | 0.0% | +18.0% | -18.1% | -15.0% |
| All | +120.5% | +47.2% | +73.3% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling