+5,172.0%
ODFL vs PSKY
-42.6%
+5,214.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +0.2% | +2.4% | -2.2% | -0.5% |
| 30D | -13.4% | +17.5% | -31.0% | -17.2% |
| 3M | -24.2% | +4.4% | -28.6% | -25.4% |
| 6M | -3.3% | -9.0% | +5.7% | -2.2% |
| YTD | +19.8% | -18.6% | +38.4% | +23.6% |
| 1Y | +24.5% | -27.7% | +52.2% | +30.1% |
| 3Y | -9.6% | -16.9% | +7.2% | -17.6% |
| 5Y | +28.0% | -70.3% | +98.3% | +50.1% |
| 10Y | +735.3% | -74.9% | +810.2% | +756.5% |
| All | +5,172.0% | -42.6% | +5,214.6% | +3,722.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling