+110.4%
EOG vs PRU
+139.4%
-29.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.5% |
| 7D | -2.0% | +1.9% | -3.9% | -3.3% |
| 30D | +7.9% | -0.4% | +8.3% | +7.9% |
| 3M | +4.5% | +16.4% | -11.9% | -5.7% |
| 6M | +12.3% | +26.0% | -13.7% | -4.7% |
| YTD | +41.9% | +9.9% | +32.0% | +30.7% |
| 1Y | +27.8% | +18.8% | +9.1% | +11.3% |
| 3Y | +21.8% | +45.3% | -23.6% | -11.2% |
| 5Y | +174.0% | +45.6% | +128.4% | +93.9% |
| 10Y | +110.4% | +139.6% | -29.3% | +10.4% |
| All | +110.4% | +139.4% | -29.0% | +10.4% |
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