+34,131.0%
ODFL vs PSA
+15,867.2%
+18,263.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +0.2% | -0.4% | +0.6% | +0.3% |
| 30D | -13.4% | -8.2% | -5.3% | -10.4% |
| 3M | -24.2% | -2.1% | -22.0% | -23.6% |
| 6M | -3.3% | -0.2% | -3.1% | -3.4% |
| YTD | +19.8% | +18.5% | +1.3% | +11.8% |
| 1Y | +24.5% | +6.6% | +17.9% | +21.2% |
| 3Y | -9.6% | +24.5% | -34.1% | -18.6% |
| 5Y | +28.0% | +13.6% | +14.4% | +19.0% |
| 10Y | +735.3% | +102.0% | +633.3% | +491.2% |
| All | +34,131.0% | +15,867.2% | +18,263.8% | +11,604.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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