+719.8%
ODFL vs PHM
+568.1%
+151.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.1% |
| 7D | -3.3% | -5.0% | +1.7% | -1.3% |
| 30D | -15.3% | -8.4% | -6.8% | -12.3% |
| 3M | -27.3% | -4.4% | -22.9% | -26.4% |
| 6M | -4.5% | -3.7% | -0.8% | -3.6% |
| YTD | +15.1% | +1.3% | +13.9% | +14.0% |
| 1Y | +21.1% | -14.0% | +35.1% | +27.7% |
| 3Y | -14.1% | +48.1% | -62.2% | -28.2% |
| 5Y | +26.6% | +158.8% | -132.2% | -15.9% |
| All | +719.8% | +568.1% | +151.7% | +286.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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