+8,434.7%
SHOP vs PRU
+135.2%
+8,299.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.1% |
| 7D | -5.1% | +1.9% | -7.0% | -5.9% |
| 30D | +0.6% | +2.7% | -2.1% | -0.6% |
| 3M | +25.0% | +19.5% | +5.6% | +14.9% |
| 6M | +11.9% | +26.6% | -14.7% | -0.2% |
| YTD | -9.9% | +12.3% | -22.2% | -14.9% |
| 1Y | 0.0% | +18.0% | -18.1% | -7.9% |
| 3Y | +117.5% | +47.0% | +70.5% | +85.8% |
| 5Y | -6.6% | +48.4% | -55.1% | -19.4% |
| 10Y | +3,320.3% | +142.4% | +3,177.9% | +2,046.7% |
| All | +8,434.7% | +135.2% | +8,299.5% | +5,572.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling