-1.4%
ODFL vs PCOR
-12.9%
+11.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +0.6% | +2.2% | -1.5% | +0.1% |
| 30D | -6.3% | +37.4% | -43.7% | -14.7% |
| 3M | -19.1% | +33.2% | -52.3% | -26.1% |
| 6M | -9.9% | +60.6% | -70.5% | -23.0% |
| YTD | +9.9% | +6.2% | +3.8% | +4.7% |
| 1Y | +24.4% | -1.1% | +25.5% | +21.2% |
| 3Y | -11.0% | +48.4% | -59.4% | -26.2% |
| 5Y | -1.4% | -13.1% | +11.7% | -15.8% |
| All | -1.4% | -12.9% | +11.5% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling