+8,355.9%
SHOP vs PRU
+136.0%
+8,219.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.3% | -2.8% | -4.5% |
| 7D | -13.9% | +4.8% | -18.6% | -15.6% |
| 30D | -12.6% | +7.9% | -20.4% | -15.6% |
| 3M | -0.3% | +3.1% | -3.4% | -1.7% |
| 6M | +33.6% | +25.2% | +8.3% | +20.0% |
| YTD | -10.7% | +12.7% | -23.4% | -15.8% |
| 1Y | -11.8% | +23.5% | -35.2% | -20.2% |
| 3Y | +133.9% | +50.6% | +83.3% | +97.7% |
| 5Y | -5.9% | +40.9% | -46.8% | -17.5% |
| 10Y | +3,571.8% | +125.5% | +3,446.3% | +2,306.0% |
| All | +8,355.9% | +136.0% | +8,219.9% | +5,510.9% |
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 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