+117.8%
ORLY vs PRU
+45.5%
+72.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.8% |
| 7D | -2.3% | +1.9% | -4.3% | -2.8% |
| 30D | -8.2% | -0.4% | -7.7% | -8.1% |
| 3M | -3.5% | +16.4% | -19.9% | -6.7% |
| 6M | -9.2% | +26.0% | -35.2% | -13.8% |
| YTD | -5.8% | +9.9% | -15.7% | -8.1% |
| 1Y | -19.3% | +18.8% | -38.0% | -22.7% |
| 3Y | +34.4% | +45.4% | -10.9% | +20.8% |
| 5Y | +117.8% | +45.6% | +72.3% | +93.0% |
| All | +117.8% | +45.5% | +72.4% | +93.0% |
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 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