+136.2%
PRU vs EQNR
+416.8%
-280.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | -2.3% | +6.4% | -8.7% | -4.8% |
| 30D | -1.7% | +10.4% | -12.1% | -5.9% |
| 3M | +13.2% | +23.1% | -9.8% | +2.7% |
| 6M | +28.8% | +36.3% | -7.5% | +9.1% |
| YTD | +9.8% | +96.0% | -86.2% | -21.9% |
| 1Y | +17.4% | +94.2% | -76.9% | -16.7% |
| 3Y | +44.9% | +75.3% | -30.3% | +3.5% |
| 5Y | +46.6% | +187.2% | -140.6% | -29.2% |
| All | +136.2% | +416.8% | -280.6% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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