+123.4%
PM vs ODFL
-12.7%
+136.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.5% |
| 7D | -1.2% | -3.0% | +1.8% | -1.3% |
| 30D | -0.2% | -14.3% | +14.1% | -0.5% |
| 3M | +4.9% | -26.7% | +31.6% | +4.1% |
| 6M | +9.0% | -7.5% | +16.5% | +8.9% |
| YTD | +17.8% | +16.5% | +1.2% | +18.4% |
| 1Y | +16.8% | +23.5% | -6.7% | +17.7% |
| All | +123.4% | -12.7% | +136.1% | +121.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling