+28.9%
ODFL vs PBF
+817.4%
-788.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | -3.0% | +1.4% | -4.4% | -3.1% |
| 30D | -14.3% | +15.8% | -30.1% | -15.5% |
| 3M | -26.7% | +90.3% | -117.0% | -31.6% |
| 6M | -7.5% | +102.8% | -110.3% | -15.0% |
| YTD | +16.5% | +187.3% | -170.8% | +2.5% |
| 1Y | +23.5% | +161.8% | -138.3% | +8.9% |
| 3Y | -12.1% | +55.5% | -67.5% | -22.3% |
| 5Y | +28.9% | +801.9% | -773.0% | +12.0% |
| All | +28.9% | +817.4% | -788.4% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling