+23.4%
PFE vs ODFL
-11.2%
+34.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | -3.0% | -5.0% | +2.0% | -2.3% |
| 30D | +5.2% | -6.3% | +11.5% | +6.0% |
| 3M | +12.2% | -18.5% | +30.7% | +15.0% |
| 6M | +17.8% | -12.4% | +30.2% | +19.3% |
| YTD | +26.2% | +9.2% | +17.0% | +23.2% |
| 1Y | +23.2% | +23.0% | +0.2% | +18.2% |
| All | +23.4% | -11.2% | +34.6% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling