+44.7%
SLB vs PRU
+21.1%
+23.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -1.2% | -2.8% | +1.7% | -0.5% |
| 30D | +4.5% | +8.5% | -4.0% | +2.1% |
| 3M | -4.6% | +1.7% | -6.3% | -5.0% |
| 6M | -6.3% | +24.8% | -31.0% | -13.1% |
| YTD | +35.0% | +13.3% | +21.7% | +30.5% |
| All | +44.7% | +21.1% | +23.7% | +31.6% |
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