+53.4%
XOM vs PRU
+46.6%
+6.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.3% |
| 7D | -2.4% | +1.9% | -4.3% | -2.9% |
| 30D | +5.7% | -0.4% | +6.1% | +5.7% |
| 3M | +6.6% | +16.4% | -9.9% | +2.3% |
| 6M | +7.7% | +26.0% | -18.4% | +0.8% |
| YTD | +36.2% | +9.9% | +26.3% | +32.7% |
| 1Y | +50.5% | +18.8% | +31.7% | +42.4% |
| 3Y | +53.4% | +45.3% | +8.0% | +33.6% |
| All | +53.4% | +46.6% | +6.7% | +33.6% |
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