+17.3%
OXY vs PRU
+99.2%
-81.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.1% |
| 7D | +4.2% | +3.6% | +0.6% | +1.3% |
| 30D | -4.3% | +8.9% | -13.2% | -11.4% |
| 3M | +2.3% | +0.2% | +2.1% | +0.8% |
| 6M | +5.5% | +23.7% | -18.2% | -12.9% |
| YTD | +44.9% | +13.7% | +31.1% | +25.1% |
| 1Y | +42.6% | +20.6% | +22.0% | +16.9% |
| 3Y | +0.7% | +56.3% | -55.6% | -37.0% |
| 5Y | +96.9% | +42.3% | +54.5% | +27.6% |
| All | +17.3% | +99.2% | -81.9% | -40.0% |
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