+272.5%
PM vs ODFL
+559.8%
-287.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.0% |
| 7D | +0.5% | +5.8% | -5.3% | -0.2% |
| 30D | -3.2% | -5.3% | +2.1% | -2.6% |
| 3M | +6.2% | -19.0% | +25.2% | +9.0% |
| 6M | +7.7% | -7.5% | +15.2% | +8.2% |
| YTD | +27.3% | +11.8% | +15.5% | +23.7% |
| 1Y | +32.8% | +29.7% | +3.1% | +26.1% |
| 3Y | +150.0% | -9.1% | +159.2% | +143.9% |
| 5Y | +164.2% | +0.2% | +164.0% | +146.4% |
| All | +272.5% | +559.8% | -287.3% | +147.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling