+45.3%
XOP vs PRU
+27.9%
+17.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.6% | -13.0% | -5.3% |
| 7D | -10.5% | +9.8% | -20.3% | -9.3% |
| 30D | -4.3% | +11.6% | -15.9% | -2.9% |
| 3M | +4.7% | +3.7% | +1.0% | +5.7% |
| 6M | -0.1% | +33.0% | -33.0% | +3.2% |
| YTD | +43.8% | +16.6% | +27.3% | +49.4% |
| 1Y | +45.3% | +26.9% | +18.3% | +45.1% |
| All | +45.3% | +27.9% | +17.4% | +45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling