+2,419.9%
EOG vs PRU
+785.9%
+1,634.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.2% |
| 3M | +8.8% | -0.7% | +9.5% | +8.4% |
| 6M | +10.8% | +22.1% | -11.3% | +1.3% |
| YTD | +44.6% | +9.8% | +34.8% | +36.8% |
| 1Y | +44.6% | +19.4% | +25.2% | +32.1% |
| 3Y | +29.5% | +50.4% | -20.9% | +6.3% |
| 5Y | +96.3% | +37.2% | +59.1% | +65.9% |
| 10Y | +122.4% | +119.5% | +2.9% | +58.3% |
| All | +2,419.9% | +785.9% | +1,634.0% | +756.9% |
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