+5.3%
OXY vs PRU
+135.5%
-130.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +2.2% |
| 7D | +0.6% | -1.9% | +2.5% | +2.0% |
| 30D | +4.5% | -2.6% | +7.1% | +6.3% |
| 3M | +8.9% | +14.7% | -5.8% | -3.1% |
| 6M | +12.5% | +25.7% | -13.2% | -8.4% |
| YTD | +50.5% | +8.3% | +42.2% | +36.6% |
| 1Y | +38.6% | +17.3% | +21.3% | +17.2% |
| 3Y | -1.2% | +43.2% | -44.4% | -32.8% |
| 5Y | +161.6% | +43.5% | +118.1% | +70.3% |
| 10Y | +5.3% | +134.6% | -129.3% | -48.3% |
| All | +5.3% | +135.5% | -130.2% | -48.3% |
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