+130.0%
CVX vs PRU
+42.1%
+87.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | +3.4% | +3.6% | -0.2% | +2.1% |
| 30D | -1.0% | +8.9% | -9.8% | -4.4% |
| 3M | +12.2% | +0.2% | +12.0% | +11.6% |
| 6M | +20.3% | +23.7% | -3.4% | +9.8% |
| YTD | +48.3% | +13.7% | +34.6% | +39.4% |
| 1Y | +46.9% | +20.6% | +26.3% | +34.4% |
| 3Y | +73.1% | +56.3% | +16.8% | +37.6% |
| All | +130.0% | +42.1% | +87.9% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling