+130.3%
EOG vs PRU
+98.4%
+31.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +4.6% | -2.8% | +7.4% | +6.4% |
| 30D | +2.9% | +8.5% | -5.7% | -3.1% |
| 3M | +8.0% | +1.7% | +6.2% | +5.6% |
| 6M | +17.0% | +24.8% | -7.8% | -0.1% |
| YTD | +51.1% | +13.3% | +37.8% | +35.3% |
| 1Y | +45.1% | +21.4% | +23.7% | +23.9% |
| 3Y | +39.4% | +54.8% | -15.3% | -3.4% |
| 5Y | +105.6% | +42.4% | +63.2% | +46.6% |
| All | +130.3% | +98.4% | +31.9% | +27.8% |
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