+719.8%
ODFL vs PSKY
-74.6%
+794.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.8% |
| 7D | -3.3% | -2.4% | -0.9% | -2.9% |
| 30D | -15.3% | +11.6% | -26.9% | -16.8% |
| 3M | -27.3% | +1.5% | -28.9% | -27.7% |
| 6M | -4.5% | +7.7% | -12.2% | -6.3% |
| YTD | +15.1% | -20.1% | +35.3% | +17.8% |
| 1Y | +21.1% | -38.3% | +59.4% | +28.2% |
| 3Y | -14.1% | -17.7% | +3.6% | -18.1% |
| 5Y | +26.6% | -69.9% | +96.5% | +39.8% |
| All | +719.8% | -74.6% | +794.4% | +698.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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