-13.7%
ODFL vs PHM
+47.0%
-60.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.2% |
| 7D | -2.8% | -6.4% | +3.6% | +0.3% |
| 30D | -13.7% | -12.1% | -1.6% | -8.3% |
| 3M | -23.4% | -1.5% | -21.8% | -23.4% |
| 6M | -7.2% | -6.0% | -1.1% | -5.2% |
| YTD | +15.6% | -0.3% | +15.9% | +14.9% |
| 1Y | +24.2% | -13.3% | +37.5% | +31.2% |
| All | -13.7% | +47.0% | -60.7% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling