-2.9%
SHOP vs PRU
+36.1%
-39.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.6% | +6.2% | +5.9% |
| 7D | -5.4% | +2.4% | -7.8% | -7.5% |
| 30D | -10.3% | +6.1% | -16.4% | -15.2% |
| 3M | +1.0% | -0.7% | +1.7% | +1.4% |
| 6M | +41.2% | +22.1% | +19.2% | +16.3% |
| YTD | -7.5% | +9.8% | -17.3% | -16.3% |
| 1Y | -4.6% | +19.4% | -23.9% | -20.3% |
| 3Y | +146.4% | +50.4% | +96.1% | +63.4% |
| All | -2.9% | +36.1% | -39.1% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling