+44.4%
ODFL vs PCOR
-30.9%
+75.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.3% | +1.2% |
| 7D | -6.3% | -9.0% | +2.7% | -3.9% |
| 30D | -13.6% | +4.2% | -17.8% | -14.7% |
| 3M | -24.2% | +14.4% | -38.6% | -27.6% |
| 6M | -13.8% | +0.2% | -14.0% | -16.0% |
| YTD | +19.0% | -20.3% | +39.3% | +23.5% |
| 1Y | +25.7% | -16.1% | +41.8% | +27.6% |
| 3Y | -13.1% | -14.7% | +1.6% | -14.9% |
| 5Y | +26.7% | -43.2% | +69.8% | +19.9% |
| All | +44.4% | -30.9% | +75.3% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling