+191.3%
XOM vs PRU
+135.5%
+55.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +3.0% |
| 7D | 0.0% | -1.9% | +1.9% | +0.9% |
| 30D | +3.4% | -2.6% | +6.0% | +4.6% |
| 3M | +11.0% | +14.7% | -3.7% | +3.2% |
| 6M | +10.6% | +25.7% | -15.1% | -2.5% |
| YTD | +39.2% | +8.3% | +30.9% | +31.7% |
| 1Y | +52.7% | +17.3% | +35.4% | +38.0% |
| 3Y | +56.8% | +43.2% | +13.6% | +23.6% |
| 5Y | +261.8% | +43.5% | +218.3% | +178.0% |
| 10Y | +191.3% | +134.6% | +56.7% | +60.3% |
| All | +191.3% | +135.5% | +55.8% | +60.3% |
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