+2,454.8%
PEP vs ODFL
+29,515.9%
-27,061.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.3% |
| 7D | +4.6% | -5.4% | +10.1% | +4.9% |
| 30D | +14.0% | -7.7% | +21.7% | +14.5% |
| 3M | +5.4% | -20.8% | +26.2% | +6.7% |
| 6M | -5.1% | -15.0% | +9.9% | -4.4% |
| YTD | +3.1% | +7.6% | -4.5% | +2.4% |
| 1Y | +4.8% | +22.7% | -17.9% | +3.2% |
| 3Y | -4.1% | -12.9% | +8.8% | -4.4% |
| 5Y | +3.0% | -0.1% | +3.0% | +1.2% |
| 10Y | +89.6% | +550.4% | -460.8% | +70.2% |
| All | +2,454.8% | +29,515.9% | -27,061.2% | +1,898.1% |
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