-17.1%
SLB vs PRU
+115.4%
-132.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +2.5% |
| 7D | -7.1% | +2.4% | -9.5% | -9.1% |
| 30D | +4.1% | +6.1% | -2.0% | -1.1% |
| 3M | -2.6% | -0.7% | -1.9% | -3.1% |
| 6M | -8.6% | +22.1% | -30.6% | -22.3% |
| YTD | +32.2% | +9.8% | +22.4% | +20.3% |
| 1Y | +40.7% | +19.4% | +21.3% | +20.1% |
| 3Y | -4.5% | +50.4% | -54.9% | -33.4% |
| 5Y | +66.4% | +37.2% | +29.2% | +21.7% |
| All | -17.1% | +115.4% | -132.5% | -52.4% |
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