+902.2%
XOM vs PRU
+806.8%
+95.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.0% | -1.4% |
| 7D | -8.3% | +3.2% | -11.5% | -9.4% |
| 30D | -2.5% | +7.9% | -10.4% | -5.0% |
| 3M | +8.3% | +1.8% | +6.5% | +7.3% |
| 6M | +15.5% | +24.1% | -8.7% | +7.3% |
| YTD | +39.6% | +12.4% | +27.3% | +33.1% |
| 1Y | +44.6% | +20.9% | +23.7% | +34.6% |
| 3Y | +76.6% | +55.5% | +21.1% | +50.5% |
| 5Y | +195.8% | +42.7% | +153.1% | +156.6% |
| 10Y | +191.6% | +106.1% | +85.5% | +121.2% |
| All | +902.2% | +806.8% | +95.4% | +290.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling