+92.5%
EOG vs PRU
+36.1%
+56.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.2% | +2.6% |
| 7D | -11.1% | +2.4% | -13.5% | -12.3% |
| 30D | +2.7% | +6.1% | -3.4% | -0.3% |
| 3M | +8.8% | -0.7% | +9.5% | +8.4% |
| 6M | +10.8% | +22.1% | -11.3% | +0.5% |
| YTD | +44.6% | +9.8% | +34.8% | +36.7% |
| 1Y | +44.6% | +19.4% | +25.2% | +30.8% |
| 3Y | +29.5% | +50.4% | -20.9% | -0.7% |
| All | +92.5% | +36.1% | +56.4% | +47.7% |
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