+51.7%
XOP vs PRU
+145.9%
-94.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.1% |
| 7D | +2.6% | +1.9% | +0.7% | +1.0% |
| 30D | +15.4% | +2.7% | +12.7% | +12.9% |
| 3M | +12.1% | +19.5% | -7.4% | -2.6% |
| 6M | +19.7% | +26.6% | -7.0% | -1.8% |
| YTD | +52.4% | +12.3% | +40.1% | +35.9% |
| 1Y | +47.6% | +18.0% | +29.5% | +26.0% |
| 3Y | +34.4% | +47.0% | -12.7% | -6.4% |
| 5Y | +154.4% | +48.4% | +106.0% | +72.2% |
| All | +51.7% | +145.9% | -94.2% | -27.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling