+102.6%
PBR vs ODFL
-13.7%
+116.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +5.4% | -3.3% | +8.6% | +5.6% |
| 30D | +22.9% | -15.3% | +38.2% | +24.2% |
| 3M | +19.6% | -27.3% | +47.0% | +22.4% |
| 6M | +16.5% | -4.5% | +21.0% | +16.1% |
| YTD | +86.7% | +15.1% | +71.5% | +80.5% |
| 1Y | +74.7% | +21.1% | +53.6% | +67.5% |
| 3Y | +102.6% | -14.1% | +116.7% | +102.8% |
| All | +102.6% | -13.7% | +116.3% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 3y: compounded portfolio wealth divided by compounded ODFL 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…
3y analysis · Full analysis span regression · 6 months rolling