+592.4%
ODFL vs PRU
+115.4%
+477.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.3% | +2.5% |
| 7D | -3.0% | +3.2% | -6.2% | -4.4% |
| 30D | -6.1% | +7.9% | -14.0% | -9.3% |
| 3M | -20.9% | +1.8% | -22.7% | -21.7% |
| 6M | -13.6% | +24.1% | -37.7% | -22.0% |
| YTD | +9.4% | +12.4% | -2.9% | +2.9% |
| 1Y | +22.9% | +20.9% | +2.0% | +11.8% |
| 3Y | -9.8% | +55.5% | -65.3% | -26.6% |
| 5Y | -0.4% | +42.7% | -43.0% | -16.7% |
| 10Y | +592.4% | +106.1% | +486.2% | +333.3% |
| All | +592.4% | +115.4% | +477.0% | +333.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling