+82.5%
XOP vs PRU
+228.8%
-146.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.4% |
| 7D | +2.6% | +1.9% | +0.7% | +1.6% |
| 30D | +15.4% | +2.7% | +12.7% | +13.9% |
| 3M | +12.1% | +19.5% | -7.4% | +2.9% |
| 6M | +19.7% | +26.6% | -7.0% | +6.2% |
| YTD | +52.4% | +12.3% | +40.1% | +42.3% |
| 1Y | +47.6% | +18.0% | +29.5% | +34.4% |
| 3Y | +34.4% | +47.0% | -12.7% | +9.9% |
| 5Y | +154.4% | +48.4% | +106.0% | +107.5% |
| 10Y | +54.7% | +142.4% | -87.8% | +5.6% |
| All | +82.5% | +228.8% | -146.2% | -2.4% |
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