+546.0%
ODFL vs PBF
+260.7%
+285.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +5.8% | +6.5% | -0.6% | +5.1% |
| 30D | -5.3% | -20.0% | +14.7% | -3.3% |
| 3M | -19.0% | -3.3% | -15.6% | -19.1% |
| 6M | -7.5% | +76.8% | -84.3% | -14.0% |
| YTD | +11.8% | +168.9% | -157.2% | -2.1% |
| 1Y | +29.7% | +96.4% | -66.7% | +17.4% |
| 3Y | -9.1% | +77.2% | -86.3% | -19.3% |
| 5Y | +0.2% | +417.7% | -417.5% | -23.0% |
| All | +546.0% | +260.7% | +285.3% | +368.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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