+818.0%
OXY vs PRU
+785.9%
+32.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.7% | +1.2% |
| 7D | -11.9% | +2.4% | -14.3% | -13.1% |
| 30D | -3.1% | +6.1% | -9.3% | -6.1% |
| 3M | +1.1% | -0.7% | +1.8% | +0.7% |
| 6M | +3.2% | +22.1% | -18.8% | -6.6% |
| YTD | +39.0% | +9.8% | +29.3% | +30.5% |
| 1Y | +42.7% | +19.4% | +23.3% | +28.9% |
| 3Y | -3.5% | +50.4% | -53.9% | -22.3% |
| 5Y | +81.3% | +37.2% | +44.2% | +50.7% |
| 10Y | +11.2% | +119.5% | -108.3% | -18.4% |
| All | +818.0% | +785.9% | +32.1% | +236.6% |
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