+198.6%
CVX vs PRU
+115.4%
+83.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -2.1% |
| 7D | -7.5% | +3.2% | -10.6% | -9.3% |
| 30D | -0.6% | +7.9% | -8.5% | -5.1% |
| 3M | +14.0% | +1.8% | +12.2% | +12.0% |
| 6M | +18.1% | +24.1% | -6.0% | +3.7% |
| YTD | +42.2% | +12.4% | +29.8% | +30.5% |
| 1Y | +41.3% | +20.9% | +20.4% | +24.3% |
| 3Y | +68.3% | +55.5% | +12.9% | +24.5% |
| 5Y | +122.0% | +42.7% | +79.4% | +67.5% |
| 10Y | +198.6% | +106.1% | +92.4% | +65.3% |
| All | +198.6% | +115.4% | +83.1% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling