+873.1%
OXY vs PRU
+806.6%
+66.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.5% |
| 7D | +1.6% | +1.9% | -0.3% | +0.7% |
| 30D | +11.6% | +2.7% | +8.9% | +10.1% |
| 3M | +2.8% | +19.5% | -16.7% | -5.4% |
| 6M | +13.0% | +26.6% | -13.6% | +0.6% |
| YTD | +47.4% | +12.3% | +35.0% | +37.7% |
| 1Y | +31.5% | +18.0% | +13.4% | +19.9% |
| 3Y | -1.9% | +47.0% | -49.0% | -19.9% |
| 5Y | +148.0% | +48.4% | +99.5% | +100.6% |
| 10Y | +2.3% | +142.4% | -140.2% | -27.3% |
| All | +873.1% | +806.6% | +66.6% | +255.1% |
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