+2,430.7%
PEP vs ODFL
+30,157.5%
-27,726.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.2% |
| 7D | -0.3% | +0.6% | -1.0% | -0.4% |
| 30D | +11.8% | -6.3% | +18.0% | +12.1% |
| 3M | +3.7% | -19.1% | +22.8% | +4.9% |
| 6M | -4.3% | -9.9% | +5.6% | -3.9% |
| YTD | +2.1% | +9.9% | -7.8% | +1.3% |
| 1Y | +2.5% | +24.4% | -21.9% | +0.9% |
| 3Y | -5.0% | -11.0% | +6.0% | -5.4% |
| 5Y | +2.9% | -1.4% | +4.3% | +1.2% |
| 10Y | +87.9% | +555.3% | -467.3% | +68.6% |
| All | +2,430.7% | +30,157.5% | -27,726.8% | +1,876.9% |
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