+251.1%
PH vs ODFL
+25.9%
+225.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.4% |
| 7D | 0.0% | -3.0% | +3.0% | +1.2% |
| 30D | -10.3% | -14.3% | +4.0% | -4.9% |
| 3M | +5.1% | -26.7% | +31.8% | +17.8% |
| 6M | +2.3% | -7.5% | +9.8% | +3.9% |
| YTD | +8.7% | +16.5% | -7.8% | -0.4% |
| 1Y | +26.8% | +23.5% | +3.2% | +12.7% |
| 3Y | +139.2% | -12.1% | +151.3% | +137.1% |
| 5Y | +251.1% | +28.9% | +222.2% | +187.6% |
| All | +251.1% | +25.9% | +225.2% | +187.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling