+67.0%
XOP vs PRU
+221.3%
-154.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +1.0% |
| 7D | -14.7% | +2.4% | -17.1% | -16.0% |
| 30D | -7.7% | +6.1% | -13.8% | -10.7% |
| 3M | +4.4% | -0.7% | +5.2% | +4.0% |
| 6M | +3.5% | +22.1% | -18.5% | -6.6% |
| YTD | +39.4% | +9.8% | +29.6% | +30.8% |
| 1Y | +39.8% | +19.4% | +20.4% | +26.0% |
| 3Y | +29.7% | +50.4% | -20.7% | +4.4% |
| 5Y | +78.6% | +37.2% | +41.4% | +49.8% |
| 10Y | +51.8% | +119.5% | -67.7% | +7.1% |
| All | +67.0% | +221.3% | -154.3% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling