+837.9%
PM vs ODFL
+3,977.8%
-3,139.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -2.4% | +0.6% | -3.0% | -2.5% |
| 30D | -1.3% | -6.3% | +5.0% | -0.4% |
| 3M | +6.5% | -19.1% | +25.6% | +10.0% |
| 6M | +7.0% | -9.9% | +16.9% | +8.2% |
| YTD | +25.8% | +9.9% | +15.9% | +22.2% |
| 1Y | +30.9% | +24.4% | +6.5% | +24.3% |
| 3Y | +148.0% | -11.0% | +159.0% | +142.2% |
| 5Y | +161.2% | -1.4% | +162.6% | +144.0% |
| 10Y | +261.5% | +555.3% | -293.8% | +128.0% |
| All | +837.9% | +3,977.8% | -3,139.9% | +278.8% |
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