+204.9%
CVX vs PRU
+102.7%
+102.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -1.7% | -2.8% | +1.1% | -0.3% |
| 30D | -0.8% | +8.5% | -9.3% | -5.6% |
| 3M | +9.4% | +1.7% | +7.6% | +7.5% |
| 6M | +17.5% | +24.8% | -7.2% | +2.9% |
| YTD | +43.8% | +13.3% | +30.6% | +31.5% |
| 1Y | +41.9% | +21.4% | +20.5% | +24.5% |
| 3Y | +69.1% | +54.8% | +14.4% | +25.4% |
| 5Y | +128.3% | +42.4% | +85.9% | +72.4% |
| 10Y | +204.9% | +98.4% | +106.5% | +68.4% |
| All | +204.9% | +102.7% | +102.2% | +68.4% |
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