+723.3%
ODFL vs PBF
+367.4%
+355.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -2.8% | +2.3% | -5.1% | -3.0% |
| 30D | -13.7% | +11.6% | -25.2% | -14.7% |
| 3M | -23.4% | +81.7% | -105.1% | -28.5% |
| 6M | -7.2% | +96.4% | -103.6% | -15.0% |
| YTD | +15.6% | +189.5% | -173.8% | +1.0% |
| 1Y | +24.2% | +180.7% | -156.6% | +8.0% |
| 3Y | -12.8% | +56.6% | -69.4% | -21.3% |
| 5Y | +27.1% | +802.0% | -774.9% | -8.2% |
| All | +723.3% | +367.4% | +355.9% | +493.9% |
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