+198.8%
CVX vs PRU
+107.2%
+91.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.3% |
| 7D | -6.2% | +3.8% | -10.0% | -8.4% |
| 30D | -0.4% | +9.0% | -9.4% | -5.4% |
| 3M | +9.3% | +2.1% | +7.2% | +7.2% |
| 6M | +18.4% | +25.4% | -7.0% | +3.3% |
| YTD | +42.5% | +13.5% | +28.9% | +30.0% |
| 1Y | +41.0% | +21.3% | +19.7% | +23.8% |
| 3Y | +67.5% | +55.1% | +12.4% | +24.0% |
| 5Y | +126.1% | +43.6% | +82.5% | +69.9% |
| 10Y | +198.8% | +99.2% | +99.5% | +62.7% |
| All | +198.8% | +107.2% | +91.5% | +62.7% |
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