+84.4%
USO vs PRU
+99.2%
-14.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.6% |
| 7D | -1.9% | +3.6% | -5.5% | -2.9% |
| 30D | -5.2% | +8.9% | -14.1% | -7.8% |
| 3M | +16.4% | +0.2% | +16.3% | +15.8% |
| 6M | +2.5% | +23.7% | -21.2% | -4.5% |
| YTD | +110.5% | +13.7% | +96.8% | +99.8% |
| 1Y | +108.4% | +20.6% | +87.8% | +94.0% |
| 3Y | +99.6% | +56.3% | +43.3% | +67.0% |
| 5Y | +160.1% | +42.3% | +117.7% | +120.1% |
| All | +84.4% | +99.2% | -14.9% | +40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling