+367.9%
PCAR vs ODFL
+716.5%
-348.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.6% |
| 7D | -0.2% | -3.0% | +2.8% | +1.0% |
| 30D | -6.9% | -14.3% | +7.4% | -1.3% |
| 3M | +2.1% | -26.7% | +28.8% | +14.9% |
| 6M | +1.6% | -7.5% | +9.1% | +3.8% |
| YTD | +12.2% | +16.5% | -4.3% | +4.0% |
| 1Y | +28.0% | +23.5% | +4.5% | +15.5% |
| 3Y | +61.0% | -12.1% | +73.1% | +60.3% |
| 5Y | +163.9% | +28.9% | +135.0% | +113.0% |
| 10Y | +367.9% | +746.5% | -378.6% | +40.4% |
| All | +367.9% | +716.5% | -348.6% | +40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling