+20,674.4%
PH vs ODFL
+32,662.3%
-11,987.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.1% | -6.3% | +3.2% | -1.9% |
| 30D | -3.2% | -13.6% | +10.3% | -0.6% |
| 3M | +10.6% | -24.2% | +34.8% | +16.1% |
| 6M | -2.1% | -13.8% | +11.6% | +0.2% |
| YTD | +10.2% | +19.0% | -8.9% | +5.9% |
| 1Y | +28.2% | +25.7% | +2.5% | +21.7% |
| 3Y | +134.9% | -13.1% | +148.0% | +136.5% |
| 5Y | +253.6% | +26.7% | +227.0% | +230.3% |
| 10Y | +804.7% | +721.5% | +83.2% | +539.5% |
| All | +20,674.4% | +32,662.3% | -11,987.9% | +10,082.9% |
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