-14.2%
SLB vs PRU
+102.7%
-116.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.3% |
| 7D | -1.2% | -2.8% | +1.7% | +0.9% |
| 30D | +4.5% | +8.5% | -4.0% | -2.4% |
| 3M | -4.6% | +1.7% | -6.3% | -6.8% |
| 6M | -6.3% | +24.8% | -31.0% | -21.7% |
| YTD | +35.0% | +13.3% | +21.7% | +19.9% |
| 1Y | +38.8% | +21.4% | +17.4% | +17.0% |
| 3Y | +3.3% | +54.8% | -51.5% | -29.7% |
| 5Y | +73.6% | +42.4% | +31.2% | +23.2% |
| 10Y | -14.2% | +98.4% | -112.7% | -52.3% |
| All | -14.2% | +102.7% | -116.9% | -52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling