+28.1%
ODFL vs PHM
+155.2%
-127.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.2% |
| 7D | -3.0% | -3.9% | +0.8% | -1.1% |
| 30D | -14.3% | -8.6% | -5.7% | -10.4% |
| 3M | -26.7% | -2.9% | -23.8% | -26.2% |
| 6M | -7.5% | -5.7% | -1.8% | -5.5% |
| YTD | +16.5% | +1.9% | +14.7% | +14.4% |
| 1Y | +23.5% | -12.3% | +35.8% | +30.5% |
| 3Y | -12.1% | +50.8% | -62.8% | -32.9% |
| All | +28.1% | +155.2% | -127.1% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling