+207.2%
CVX vs PRU
+139.4%
+67.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +1.7% |
| 7D | -0.6% | +1.9% | -2.5% | -1.7% |
| 30D | +13.4% | -0.4% | +13.9% | +13.5% |
| 3M | +11.8% | +16.4% | -4.6% | +2.6% |
| 6M | +12.4% | +26.0% | -13.6% | -2.0% |
| YTD | +41.5% | +9.9% | +31.6% | +32.4% |
| 1Y | +41.6% | +18.8% | +22.8% | +26.3% |
| 3Y | +42.2% | +45.3% | -3.1% | +10.0% |
| 5Y | +166.0% | +45.6% | +120.4% | +99.1% |
| 10Y | +207.2% | +139.6% | +67.6% | +57.5% |
| All | +207.2% | +139.4% | +67.8% | +57.5% |
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 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