+535.4%
ODFL vs PRU
+97.4%
+438.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +0.6% | 0.0% | +0.7% | +0.7% |
| 30D | -6.3% | +7.9% | -14.2% | -9.5% |
| 3M | -19.1% | +0.9% | -20.0% | -19.6% |
| 6M | -9.9% | +22.4% | -32.3% | -18.2% |
| YTD | +9.9% | +12.7% | -2.8% | +3.2% |
| 1Y | +24.4% | +19.6% | +4.8% | +13.8% |
| 3Y | -11.0% | +54.0% | -65.0% | -27.3% |
| 5Y | -1.4% | +41.0% | -42.5% | -17.2% |
| All | +535.4% | +97.4% | +438.0% | +320.4% |
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 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