+46.2%
SLB vs PRU
+27.9%
+18.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.6% | -7.7% | -2.4% |
| 7D | -4.1% | +9.8% | -13.8% | -6.1% |
| 30D | +2.5% | +11.6% | -9.0% | -0.3% |
| 3M | +2.0% | +3.7% | -1.7% | +1.3% |
| 6M | -6.3% | +33.0% | -39.3% | -14.4% |
| YTD | +36.5% | +16.6% | +20.0% | +31.1% |
| 1Y | +46.2% | +26.9% | +19.3% | +32.0% |
| All | +46.2% | +27.9% | +18.4% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling