-1.6%
PFE vs ODFL
-11.6%
+10.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | -2.7% | +0.2% | -2.8% | -2.7% |
| 30D | +3.8% | -13.4% | +17.3% | +5.8% |
| 3M | +10.4% | -24.2% | +34.5% | +14.4% |
| 6M | +6.3% | -3.3% | +9.6% | +6.2% |
| YTD | +17.4% | +19.8% | -2.4% | +13.2% |
| 1Y | +21.1% | +24.5% | -3.4% | +15.8% |
| 3Y | -1.6% | -9.6% | +8.0% | -3.3% |
| All | -1.6% | -11.6% | +10.0% | -3.3% |
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