+1,556.0%
PFE vs ODFL
+32,662.3%
-31,106.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +1.8% | -6.3% | +8.0% | +2.3% |
| 30D | +10.2% | -13.6% | +23.8% | +11.5% |
| 3M | +12.7% | -24.2% | +36.9% | +15.1% |
| 6M | +10.5% | -13.8% | +24.3% | +11.6% |
| YTD | +20.2% | +19.0% | +1.1% | +18.0% |
| 1Y | +24.1% | +25.7% | -1.6% | +21.2% |
| 3Y | -3.6% | -13.1% | +9.6% | -3.8% |
| 5Y | -20.9% | +26.7% | -47.5% | -24.1% |
| 10Y | +35.8% | +721.5% | -685.7% | +12.8% |
| All | +1,556.0% | +32,662.3% | -31,106.3% | +967.2% |
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 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