+1,158.7%
PSX vs ODFL
+1,644.1%
-485.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.2% |
| 7D | +7.8% | +5.8% | +2.0% | +5.8% |
| 30D | -10.9% | -5.3% | -5.6% | -9.6% |
| 3M | +14.5% | -19.0% | +33.5% | +22.2% |
| 6M | +56.1% | -7.5% | +63.6% | +58.1% |
| YTD | +109.6% | +11.8% | +97.8% | +94.4% |
| 1Y | +95.5% | +29.7% | +65.9% | +71.3% |
| 3Y | +156.2% | -9.1% | +165.3% | +148.1% |
| 5Y | +310.0% | +0.2% | +309.8% | +264.4% |
| 10Y | +368.0% | +566.3% | -198.2% | +80.7% |
| All | +1,158.7% | +1,644.1% | -485.4% | +243.1% |
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