+914.3%
XOM vs PRU
+814.1%
+100.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | -1.5% | -2.8% | +1.3% | -0.7% |
| 30D | -3.2% | +8.5% | -11.7% | -5.8% |
| 3M | +5.0% | +1.7% | +3.2% | +4.0% |
| 6M | +12.9% | +24.8% | -11.9% | +4.7% |
| YTD | +41.3% | +13.3% | +28.0% | +34.3% |
| 1Y | +43.2% | +21.4% | +21.8% | +33.2% |
| 3Y | +77.3% | +54.8% | +22.5% | +51.3% |
| 5Y | +204.8% | +42.4% | +162.4% | +164.6% |
| 10Y | +197.1% | +98.4% | +98.7% | +127.4% |
| All | +914.3% | +814.1% | +100.1% | +293.7% |
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