+272.8%
SLB vs PRU
+806.6%
-533.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.6% |
| 7D | +0.8% | +1.9% | -1.0% | -0.1% |
| 30D | +15.8% | +2.7% | +13.1% | +14.4% |
| 3M | -0.3% | +19.5% | -19.8% | -8.1% |
| 6M | +21.3% | +26.6% | -5.3% | +8.8% |
| YTD | +52.3% | +12.3% | +40.0% | +43.6% |
| 1Y | +63.6% | +18.0% | +45.6% | +50.7% |
| 3Y | +3.8% | +47.0% | -43.3% | -13.5% |
| 5Y | +128.6% | +48.4% | +80.2% | +90.2% |
| 10Y | -3.1% | +142.4% | -145.5% | -32.6% |
| All | +272.8% | +806.6% | -533.8% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling