+38.6%
OXY vs PRU
+16.8%
+21.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +0.8% |
| 7D | +0.6% | -1.9% | +2.5% | +0.4% |
| 30D | +4.5% | -2.6% | +7.1% | +4.1% |
| 3M | +8.9% | +14.7% | -5.8% | +11.2% |
| 6M | +12.5% | +25.7% | -13.2% | +15.8% |
| YTD | +50.5% | +8.3% | +42.2% | +58.0% |
| 1Y | +38.6% | +17.3% | +21.3% | +38.3% |
| All | +38.6% | +16.8% | +21.8% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling