-10.7%
ODFL vs PCOR
-14.4%
+3.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.3% | +1.2% |
| 7D | -6.3% | -9.0% | +2.7% | -4.0% |
| 30D | -13.6% | +4.2% | -17.8% | -14.7% |
| 3M | -24.2% | +14.4% | -38.6% | -27.4% |
| 6M | -13.8% | +0.2% | -14.0% | -15.7% |
| YTD | +19.0% | -20.3% | +39.3% | +24.9% |
| 1Y | +25.7% | -16.1% | +41.8% | +28.5% |
| All | -10.7% | -14.4% | +3.7% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 3y: compounded portfolio wealth divided by compounded PCOR 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…
3y analysis · Full analysis span regression · 6 months rolling