+40.8%
CVX vs PRU
+20.8%
+19.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -0.7% |
| 7D | -7.5% | +3.2% | -10.6% | -7.2% |
| 30D | -0.6% | +7.9% | -8.5% | -0.2% |
| 3M | +14.0% | +1.8% | +12.2% | +14.3% |
| 6M | +18.1% | +24.1% | -6.0% | +18.8% |
| YTD | +42.2% | +12.4% | +29.8% | +45.8% |
| All | +40.8% | +20.8% | +19.9% | +42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling