+27.1%
ODFL vs PSKY
-71.2%
+98.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -1.0% |
| 7D | -2.8% | -6.0% | +3.2% | -2.0% |
| 30D | -13.7% | +10.7% | -24.3% | -14.9% |
| 3M | -23.4% | +1.2% | -24.5% | -23.6% |
| 6M | -7.2% | +1.5% | -8.6% | -7.9% |
| YTD | +15.6% | -21.8% | +37.4% | +18.4% |
| 1Y | +24.2% | -30.2% | +54.3% | +28.0% |
| 3Y | -12.8% | -20.1% | +7.3% | -16.7% |
| 5Y | +27.1% | -70.5% | +97.6% | +37.8% |
| All | +27.1% | -71.2% | +98.3% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling