+378.1%
PSX vs ODFL
+742.1%
-364.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +1.7% | -3.3% | +5.0% | +2.8% |
| 30D | +15.6% | -15.3% | +30.9% | +21.9% |
| 3M | +46.5% | -27.3% | +73.8% | +62.0% |
| 6M | +55.0% | -4.5% | +59.5% | +54.2% |
| YTD | +105.3% | +15.1% | +90.1% | +89.5% |
| 1Y | +101.6% | +21.1% | +80.5% | +81.6% |
| 3Y | +134.1% | -14.1% | +148.2% | +131.9% |
| 5Y | +368.7% | +26.6% | +342.1% | +275.7% |
| All | +378.1% | +742.1% | -364.0% | +66.2% |
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