+3.2%
SLB vs PRU
+47.2%
-44.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.7% |
| 7D | +0.8% | +1.9% | -1.0% | -0.3% |
| 30D | +15.8% | +2.7% | +13.1% | +14.0% |
| 3M | -0.3% | +19.5% | -19.8% | -10.1% |
| 6M | +21.3% | +26.6% | -5.3% | +5.5% |
| YTD | +52.3% | +12.3% | +40.0% | +41.7% |
| 1Y | +63.6% | +18.0% | +45.6% | +47.3% |
| All | +3.2% | +47.2% | -44.0% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling