+46.0%
XOM vs PRU
+19.0%
+27.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.7% |
| 7D | +1.8% | +1.9% | -0.1% | +1.8% |
| 30D | +5.9% | +2.7% | +3.1% | +5.9% |
| 3M | +5.6% | +19.5% | -13.9% | +6.1% |
| 6M | +7.9% | +26.6% | -18.8% | +8.5% |
| YTD | +35.2% | +12.3% | +22.8% | +37.6% |
| 1Y | +46.0% | +18.0% | +27.9% | +45.7% |
| All | +46.0% | +19.0% | +27.0% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling