+719.8%
ODFL vs PEG
+148.0%
+571.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -3.3% | -0.9% | -2.4% | -3.0% |
| 30D | -15.3% | -3.7% | -11.6% | -14.2% |
| 3M | -27.3% | -7.3% | -20.0% | -25.5% |
| 6M | -4.5% | -10.5% | +6.0% | -1.2% |
| YTD | +15.1% | -7.5% | +22.6% | +17.6% |
| 1Y | +21.1% | -8.7% | +29.8% | +24.0% |
| 3Y | -14.1% | +31.4% | -45.5% | -24.3% |
| 5Y | +26.6% | +37.8% | -11.2% | +9.3% |
| All | +719.8% | +148.0% | +571.8% | +545.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling