+1,685.0%
ODFL vs PBF
+303.9%
+1,381.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -6.3% | +4.3% | -10.6% | -6.7% |
| 30D | -13.6% | +22.0% | -35.6% | -15.6% |
| 3M | -24.2% | +74.5% | -98.7% | -29.3% |
| 6M | -13.8% | +67.7% | -81.5% | -20.0% |
| YTD | +19.0% | +179.2% | -160.1% | +3.6% |
| 1Y | +25.7% | +170.0% | -144.3% | +8.9% |
| 3Y | -13.1% | +66.4% | -79.5% | -22.4% |
| 5Y | +26.7% | +764.5% | -737.8% | -10.2% |
| 10Y | +721.5% | +358.5% | +363.0% | +443.1% |
| All | +1,685.0% | +303.9% | +1,381.1% | +1,069.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling