+76.6%
XOM vs PRU
+55.2%
+21.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.0% | -1.2% |
| 7D | -8.3% | +3.2% | -11.5% | -9.0% |
| 30D | -2.5% | +7.9% | -10.4% | -4.3% |
| 3M | +8.3% | +1.8% | +6.5% | +7.7% |
| 6M | +15.5% | +24.1% | -8.7% | +8.8% |
| YTD | +39.6% | +12.4% | +27.3% | +35.2% |
| 1Y | +44.6% | +20.9% | +23.7% | +36.3% |
| 3Y | +76.6% | +55.5% | +21.1% | +47.5% |
| All | +76.6% | +55.2% | +21.4% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling