+13,615.8%
PCAR vs ODFL
+32,662.2%
-19,046.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -0.5% | -6.3% | +5.8% | +0.7% |
| 30D | -6.2% | -13.6% | +7.4% | -3.6% |
| 3M | +5.9% | -24.2% | +30.1% | +11.6% |
| 6M | +0.4% | -13.8% | +14.2% | +3.0% |
| YTD | +14.8% | +19.0% | -4.2% | +10.5% |
| 1Y | +30.1% | +25.7% | +4.4% | +23.8% |
| 3Y | +66.7% | -13.1% | +79.8% | +68.0% |
| 5Y | +166.1% | +26.7% | +139.5% | +146.6% |
| 10Y | +353.7% | +721.5% | -367.8% | +201.9% |
| All | +13,615.8% | +32,662.2% | -19,046.4% | +5,788.7% |
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