+197.1%
XOM vs PRU
+102.7%
+94.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -1.5% | -2.8% | +1.3% | -0.2% |
| 30D | -3.2% | +8.5% | -11.7% | -7.5% |
| 3M | +5.0% | +1.7% | +3.2% | +3.3% |
| 6M | +12.9% | +24.8% | -11.9% | -0.3% |
| YTD | +41.3% | +13.3% | +28.0% | +29.9% |
| 1Y | +43.2% | +21.4% | +21.8% | +26.7% |
| 3Y | +77.3% | +54.8% | +22.5% | +33.7% |
| 5Y | +204.8% | +42.4% | +162.4% | +134.5% |
| 10Y | +197.1% | +98.4% | +98.7% | +80.7% |
| All | +197.1% | +102.7% | +94.4% | +80.7% |
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 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