+195.5%
USO vs PRU
+48.6%
+146.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +9.5% | +1.9% | +7.6% | +9.1% |
| 30D | +23.6% | +2.7% | +20.9% | +23.0% |
| 3M | +3.8% | +19.5% | -15.6% | +0.2% |
| 6M | +55.0% | +26.6% | +28.4% | +47.3% |
| YTD | +105.3% | +12.3% | +92.9% | +100.5% |
| 1Y | +91.4% | +18.0% | +73.3% | +84.1% |
| 3Y | +84.6% | +47.0% | +37.5% | +61.5% |
| All | +195.5% | +48.6% | +146.9% | +141.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling