+32,751.6%
ODFL vs PRU
+814.1%
+31,937.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -5.0% | -2.8% | -2.1% | -3.9% |
| 30D | -6.3% | +8.5% | -14.8% | -9.0% |
| 3M | -18.5% | +1.7% | -20.2% | -19.1% |
| 6M | -12.4% | +24.8% | -37.1% | -19.3% |
| YTD | +9.2% | +13.3% | -4.1% | +3.8% |
| 1Y | +23.0% | +21.4% | +1.6% | +14.1% |
| 3Y | -11.6% | +54.8% | -66.4% | -24.8% |
| 5Y | +0.1% | +42.4% | -42.2% | -12.7% |
| 10Y | +550.8% | +98.4% | +452.4% | +372.9% |
| All | +32,751.6% | +814.1% | +31,937.4% | +14,220.0% |
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