-12.5%
ODFL vs PCOR
+47.4%
-59.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -5.4% | +20.7% | -26.2% | -10.1% |
| 30D | -7.7% | +35.7% | -43.3% | -14.9% |
| 3M | -20.8% | +31.1% | -51.9% | -26.7% |
| 6M | -15.0% | +43.1% | -58.2% | -23.8% |
| YTD | +7.6% | +4.8% | +2.8% | +5.2% |
| 1Y | +22.7% | -3.7% | +26.4% | +23.9% |
| All | -12.5% | +47.4% | -59.9% | -27.3% |
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