+870.2%
XOM vs PRU
+806.6%
+63.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | +1.8% | +1.9% | -0.1% | +1.1% |
| 30D | +5.9% | +2.7% | +3.1% | +4.9% |
| 3M | +5.6% | +19.5% | -13.9% | -0.2% |
| 6M | +7.9% | +26.6% | -18.8% | -0.2% |
| YTD | +35.2% | +12.3% | +22.8% | +29.3% |
| 1Y | +46.0% | +18.0% | +27.9% | +37.3% |
| 3Y | +55.0% | +47.0% | +8.0% | +34.8% |
| 5Y | +246.3% | +48.4% | +197.9% | +198.0% |
| 10Y | +181.0% | +142.4% | +38.5% | +105.4% |
| All | +870.2% | +806.6% | +63.7% | +279.0% |
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