-3.5%
OXY vs PRU
+46.4%
-50.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.7% | +0.8% |
| 7D | -11.9% | +2.4% | -14.3% | -12.7% |
| 30D | -3.1% | +6.1% | -9.3% | -5.2% |
| 3M | +1.1% | -0.7% | +1.8% | +0.9% |
| 6M | +3.2% | +22.1% | -18.8% | -4.3% |
| YTD | +39.0% | +9.8% | +29.3% | +34.1% |
| 1Y | +42.7% | +19.4% | +23.3% | +31.7% |
| 3Y | -3.5% | +50.4% | -53.9% | -19.5% |
| All | -3.5% | +46.4% | -50.0% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling