+221.8%
SLB vs PRU
+809.8%
-588.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.4% | -2.3% |
| 7D | -7.7% | +4.8% | -12.5% | -9.8% |
| 30D | -0.7% | +7.9% | -8.6% | -4.3% |
| 3M | 0.0% | +3.1% | -3.1% | -1.8% |
| 6M | -10.4% | +25.2% | -35.7% | -19.4% |
| YTD | +31.5% | +12.7% | +18.7% | +23.3% |
| 1Y | +39.1% | +23.5% | +15.7% | +25.4% |
| 3Y | -5.7% | +50.6% | -56.3% | -22.4% |
| 5Y | +65.4% | +40.9% | +24.6% | +40.0% |
| 10Y | -15.6% | +125.5% | -141.0% | -40.0% |
| All | +221.8% | +809.8% | -588.0% | -4.3% |
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