+26.3%
ODFL vs PCOR
-43.0%
+69.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.3% | +1.3% |
| 7D | -6.3% | -9.0% | +2.7% | -3.8% |
| 30D | -13.6% | +4.2% | -17.8% | -14.8% |
| 3M | -24.2% | +14.4% | -38.6% | -27.7% |
| 6M | -13.8% | +0.2% | -14.0% | -16.1% |
| YTD | +19.0% | -20.3% | +39.3% | +23.7% |
| 1Y | +25.7% | -16.1% | +41.8% | +27.6% |
| 3Y | -13.1% | -14.7% | +1.6% | -15.1% |
| All | +26.3% | -43.0% | +69.3% | +21.0% |
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