+7,824.6%
ORLY vs PRU
+817.9%
+7,006.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | +2.6% | +3.6% | -1.1% | +1.7% |
| 30D | +6.3% | +8.9% | -2.5% | +4.3% |
| 3M | -0.4% | +0.2% | -0.6% | -0.5% |
| 6M | +2.8% | +23.7% | -21.0% | -2.2% |
| YTD | +1.1% | +13.7% | -12.7% | -2.3% |
| 1Y | -6.3% | +20.6% | -26.9% | -10.6% |
| 3Y | +38.9% | +56.3% | -17.5% | +23.3% |
| 5Y | +113.1% | +42.3% | +70.7% | +91.0% |
| 10Y | +426.2% | +99.3% | +327.0% | +315.0% |
| All | +7,824.6% | +817.9% | +7,006.7% | +2,838.2% |
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 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