+1,641.2%
PBR vs ODFL
+40,651.7%
-39,010.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.2% |
| 7D | +0.3% | -3.0% | +3.3% | +1.2% |
| 30D | +17.5% | -14.3% | +31.8% | +22.5% |
| 3M | +20.9% | -26.7% | +47.6% | +31.2% |
| 6M | +20.2% | -7.5% | +27.7% | +21.1% |
| YTD | +84.3% | +16.5% | +67.7% | +71.9% |
| 1Y | +77.1% | +23.5% | +53.6% | +61.5% |
| 3Y | +100.8% | -12.1% | +112.9% | +94.9% |
| 5Y | +556.1% | +28.9% | +527.2% | +440.0% |
| 10Y | +676.1% | +746.5% | -70.4% | +258.2% |
| All | +1,641.2% | +40,651.7% | -39,010.5% | +310.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling