+35,713.0%
ODFL vs PRU
+806.6%
+34,906.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.4% |
| 7D | -6.3% | +1.9% | -8.1% | -6.9% |
| 30D | -13.6% | +2.7% | -16.3% | -14.5% |
| 3M | -24.2% | +19.5% | -43.6% | -29.0% |
| 6M | -13.8% | +26.6% | -40.4% | -21.0% |
| YTD | +19.0% | +12.3% | +6.7% | +13.6% |
| 1Y | +25.7% | +18.0% | +7.6% | +17.7% |
| 3Y | -13.1% | +47.0% | -60.1% | -24.7% |
| 5Y | +26.7% | +48.4% | -21.8% | +8.7% |
| 10Y | +721.5% | +142.4% | +579.0% | +459.0% |
| All | +35,713.0% | +806.6% | +34,906.5% | +15,570.3% |
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 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