+155.1%
XOP vs PRU
+48.6%
+106.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.3% |
| 7D | +2.6% | +1.9% | +0.7% | +1.4% |
| 30D | +15.4% | +2.7% | +12.7% | +13.5% |
| 3M | +12.1% | +19.5% | -7.4% | +0.2% |
| 6M | +19.7% | +26.6% | -7.0% | +2.2% |
| YTD | +52.4% | +12.3% | +40.1% | +39.8% |
| 1Y | +47.6% | +18.0% | +29.5% | +30.3% |
| 3Y | +34.4% | +47.0% | -12.7% | -1.5% |
| All | +155.1% | +48.6% | +106.6% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling