-3.7%
ODFL vs PRU
+36.1%
-39.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -1.8% |
| 7D | -4.4% | +2.4% | -6.8% | -5.8% |
| 30D | -6.1% | +6.1% | -12.2% | -9.4% |
| 3M | -21.9% | -0.7% | -21.1% | -21.8% |
| 6M | -17.6% | +22.1% | -39.6% | -27.3% |
| YTD | +5.6% | +9.8% | -4.2% | -1.3% |
| 1Y | +20.5% | +19.4% | +1.2% | +7.0% |
| 3Y | -14.8% | +50.4% | -65.2% | -34.8% |
| All | -3.7% | +36.1% | -39.8% | -23.2% |
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