-1.4%
ODFL vs PBF
+441.3%
-442.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.6% | +0.5% |
| 7D | +0.6% | +4.3% | -3.6% | +0.2% |
| 30D | -6.3% | -21.8% | +15.5% | -4.3% |
| 3M | -19.1% | +1.7% | -20.8% | -19.7% |
| 6M | -9.9% | +69.8% | -79.7% | -15.7% |
| YTD | +9.9% | +167.7% | -157.8% | -3.8% |
| 1Y | +24.4% | +89.0% | -64.6% | +13.3% |
| 3Y | -11.0% | +78.8% | -89.8% | -22.6% |
| 5Y | -1.4% | +415.4% | -416.8% | -16.4% |
| All | -1.4% | +441.3% | -442.7% | -16.4% |
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