+29.7%
XOP vs PRU
+46.4%
-16.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.8% |
| 7D | -14.7% | +2.4% | -17.1% | -15.8% |
| 30D | -7.7% | +6.1% | -13.8% | -10.4% |
| 3M | +4.4% | -0.7% | +5.2% | +4.2% |
| 6M | +3.5% | +22.1% | -18.5% | -6.6% |
| YTD | +39.4% | +9.8% | +29.6% | +32.1% |
| 1Y | +39.8% | +19.4% | +20.4% | +25.5% |
| 3Y | +29.7% | +50.4% | -20.7% | -6.8% |
| All | +29.7% | +46.4% | -16.8% | -6.8% |
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