+2,348.4%
PEP vs ODFL
+32,662.2%
-30,313.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -1.4% | -6.3% | +4.9% | -1.0% |
| 30D | +0.2% | -13.6% | +13.8% | +1.0% |
| 3M | -1.1% | -24.2% | +23.1% | +0.4% |
| 6M | -13.5% | -13.8% | +0.3% | -12.9% |
| YTD | -1.2% | +19.0% | -20.2% | -2.4% |
| 1Y | -1.6% | +25.7% | -27.2% | -3.2% |
| 3Y | -12.5% | -13.1% | +0.6% | -12.8% |
| 5Y | +3.0% | +26.7% | -23.6% | +0.1% |
| 10Y | +73.9% | +721.5% | -647.6% | +54.4% |
| All | +2,348.4% | +32,662.2% | -30,313.9% | +1,804.6% |
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