+359.4%
ORLY vs PRU
+138.7%
+220.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.9% |
| 7D | -2.1% | -3.8% | +1.7% | -1.0% |
| 30D | -7.6% | -2.0% | -5.6% | -7.1% |
| 3M | -5.5% | +14.0% | -19.4% | -9.1% |
| 6M | -9.7% | +27.2% | -37.0% | -16.0% |
| YTD | -6.2% | +9.1% | -15.3% | -9.1% |
| 1Y | -18.6% | +18.1% | -36.7% | -23.1% |
| 3Y | +33.8% | +44.3% | -10.4% | +16.9% |
| 5Y | +116.5% | +45.7% | +70.8% | +84.9% |
| All | +359.4% | +138.7% | +220.7% | +225.9% |
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