+42.6%
XOP vs PRU
+115.4%
-72.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.1% | -1.5% |
| 7D | -10.0% | +3.2% | -13.2% | -12.7% |
| 30D | -9.1% | +7.9% | -17.0% | -15.0% |
| 3M | +5.1% | +1.8% | +3.3% | +2.3% |
| 6M | +6.4% | +24.1% | -17.8% | -11.5% |
| YTD | +39.7% | +12.4% | +27.4% | +23.2% |
| 1Y | +37.2% | +20.9% | +16.3% | +13.9% |
| 3Y | +37.6% | +55.5% | -17.8% | -9.2% |
| 5Y | +76.5% | +42.7% | +33.8% | +21.8% |
| 10Y | +42.6% | +106.1% | -63.5% | -23.7% |
| All | +42.6% | +115.4% | -72.8% | -23.7% |
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 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