-4.5%
SLB vs PRU
+46.4%
-51.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.9% |
| 7D | -7.1% | +2.4% | -9.5% | -8.5% |
| 30D | +4.1% | +6.1% | -2.0% | +0.3% |
| 3M | -2.6% | -0.7% | -1.9% | -2.9% |
| 6M | -8.6% | +22.1% | -30.6% | -19.2% |
| YTD | +32.2% | +9.8% | +22.4% | +23.8% |
| 1Y | +40.7% | +19.4% | +21.3% | +24.7% |
| 3Y | -4.5% | +50.4% | -54.9% | -28.7% |
| All | -4.5% | +46.4% | -51.0% | -28.7% |
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