+19.0%
PM vs ODFL
+23.6%
-4.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.2% |
| 7D | +1.9% | -2.8% | +4.7% | +1.8% |
| 30D | +1.9% | -13.7% | +15.6% | +1.3% |
| 3M | +4.6% | -23.4% | +27.9% | +3.4% |
| 6M | +11.7% | -7.2% | +18.8% | +11.5% |
| YTD | +20.4% | +15.6% | +4.7% | +23.5% |
| 1Y | +19.0% | +24.2% | -5.2% | +22.0% |
| All | +19.0% | +23.6% | -4.6% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling