+168.2%
PCAR vs ODFL
+27.3%
+140.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | 0.0% | +0.2% | -0.1% | 0.0% |
| 30D | -7.7% | -13.4% | +5.7% | -3.1% |
| 3M | +3.7% | -24.2% | +27.9% | +13.7% |
| 6M | +2.3% | -3.3% | +5.6% | +2.8% |
| YTD | +12.8% | +19.8% | -7.0% | +4.8% |
| 1Y | +27.8% | +24.5% | +3.2% | +16.7% |
| 3Y | +61.8% | -9.6% | +71.4% | +59.3% |
| 5Y | +168.2% | +28.0% | +140.2% | +127.8% |
| All | +168.2% | +27.3% | +140.9% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling