+1,131.3%
PSX vs ODFL
+1,768.7%
-637.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | +2.8% | +0.2% | +2.7% | +2.8% |
| 30D | +27.8% | -13.4% | +41.2% | +33.9% |
| 3M | +42.0% | -24.2% | +66.2% | +55.2% |
| 6M | +58.1% | -3.3% | +61.4% | +56.7% |
| YTD | +105.0% | +19.8% | +85.3% | +86.7% |
| 1Y | +104.9% | +24.5% | +80.4% | +82.7% |
| 3Y | +134.1% | -9.6% | +143.7% | +128.1% |
| 5Y | +363.8% | +28.0% | +335.8% | +272.8% |
| 10Y | +370.1% | +735.3% | -365.1% | +67.4% |
| All | +1,131.3% | +1,768.7% | -637.3% | +229.5% |
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