+1,639.1%
PPL vs ODFL
+32,662.3%
-31,023.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.7% | -6.3% | +8.9% | +3.1% |
| 30D | +0.5% | -13.6% | +14.1% | +1.4% |
| 3M | +0.7% | -24.2% | +24.8% | +2.3% |
| 6M | -7.6% | -13.8% | +6.2% | -7.0% |
| YTD | +1.8% | +19.0% | -17.2% | +0.3% |
| 1Y | -0.8% | +25.7% | -26.4% | -2.7% |
| 3Y | +56.9% | -13.1% | +70.0% | +56.2% |
| 5Y | +39.5% | +26.7% | +12.9% | +34.7% |
| 10Y | +55.4% | +721.5% | -666.1% | +34.7% |
| All | +1,639.1% | +32,662.3% | -31,023.2% | +1,240.5% |
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