-3.7%
ODFL vs PCOR
-19.6%
+15.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -4.4% | +22.7% | -27.2% | -10.1% |
| 30D | -6.1% | +37.5% | -43.6% | -14.6% |
| 3M | -21.9% | +35.2% | -57.1% | -29.0% |
| 6M | -17.6% | +42.2% | -59.8% | -27.0% |
| YTD | +5.6% | +3.6% | +2.1% | +1.2% |
| 1Y | +20.5% | -4.8% | +25.3% | +18.8% |
| 3Y | -14.8% | +48.3% | -63.2% | -29.4% |
| All | -3.7% | -19.6% | +15.9% | -16.6% |
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