+2,370.1%
EOG vs PRU
+806.6%
+1,563.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.1% |
| 7D | +1.3% | +1.9% | -0.6% | +0.5% |
| 30D | +8.2% | +2.7% | +5.4% | +6.9% |
| 3M | +3.8% | +19.5% | -15.6% | -3.6% |
| 6M | +15.3% | +26.6% | -11.3% | +4.0% |
| YTD | +41.7% | +12.3% | +29.4% | +33.5% |
| 1Y | +23.6% | +18.0% | +5.5% | +13.9% |
| 3Y | +23.3% | +47.0% | -23.7% | +2.5% |
| 5Y | +170.4% | +48.4% | +122.0% | +122.7% |
| 10Y | +125.5% | +142.4% | -16.9% | +55.7% |
| All | +2,370.1% | +806.6% | +1,563.5% | +736.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling