+11,832.8%
PCAR vs ODFL
+29,953.1%
-18,120.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.1% |
| 7D | +2.2% | -5.0% | +7.1% | +3.2% |
| 30D | +0.3% | -6.3% | +6.6% | +1.6% |
| 3M | -17.9% | -18.5% | +0.5% | -14.7% |
| 6M | -3.4% | -12.4% | +9.0% | -1.1% |
| YTD | -0.1% | +9.2% | -9.3% | -2.3% |
| 1Y | +13.4% | +23.0% | -9.6% | +8.4% |
| 3Y | +37.2% | -11.6% | +48.8% | +38.0% |
| 5Y | +117.3% | +0.1% | +117.2% | +110.4% |
| 10Y | +295.0% | +550.8% | -255.9% | +173.6% |
| All | +11,832.8% | +29,953.1% | -18,120.3% | +5,106.2% |
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