+43.3%
XOP vs PRU
+56.8%
-13.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | +6.3% | +3.6% | +2.7% | +4.9% |
| 30D | -6.6% | +8.9% | -15.5% | -10.2% |
| 3M | +3.6% | +0.2% | +3.4% | +3.1% |
| 6M | +10.8% | +23.7% | -13.0% | -0.4% |
| YTD | +48.3% | +13.7% | +34.5% | +38.6% |
| 1Y | +42.9% | +20.6% | +22.3% | +28.6% |
| 3Y | +43.3% | +56.3% | -13.0% | +1.8% |
| All | +43.3% | +56.8% | -13.5% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling