+34,131.0%
ODFL vs PHM
+7,770.8%
+26,360.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.6% |
| 7D | +0.2% | -2.5% | +2.6% | +0.8% |
| 30D | -13.4% | -9.7% | -3.8% | -11.0% |
| 3M | -24.2% | +2.2% | -26.4% | -24.9% |
| 6M | -3.3% | -5.7% | +2.4% | -2.0% |
| YTD | +19.8% | +2.8% | +16.9% | +18.6% |
| 1Y | +24.5% | -14.4% | +38.9% | +29.8% |
| 3Y | -9.6% | +52.2% | -61.8% | -20.7% |
| 5Y | +28.0% | +154.3% | -126.2% | -3.2% |
| 10Y | +735.3% | +545.9% | +189.4% | +366.6% |
| All | +34,131.0% | +7,770.8% | +26,360.2% | +9,756.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling