+171.7%
EOG vs PRU
+48.6%
+123.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.1% |
| 7D | +1.3% | +1.9% | -0.6% | +0.4% |
| 30D | +8.2% | +2.7% | +5.4% | +6.8% |
| 3M | +3.8% | +19.5% | -15.6% | -4.5% |
| 6M | +15.3% | +26.6% | -11.3% | +2.6% |
| YTD | +41.7% | +12.3% | +29.4% | +33.1% |
| 1Y | +23.6% | +18.0% | +5.5% | +12.7% |
| 3Y | +23.3% | +47.0% | -23.7% | -4.3% |
| All | +171.7% | +48.6% | +123.1% | +95.2% |
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