+33,922.3%
ODFL vs PEG
+2,660.1%
+31,262.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -6.3% | +0.7% | -7.0% | -6.5% |
| 30D | -13.6% | -2.4% | -11.2% | -13.0% |
| 3M | -24.2% | -4.8% | -19.4% | -23.2% |
| 6M | -13.8% | -10.7% | -3.1% | -11.0% |
| YTD | +19.0% | -6.7% | +25.7% | +21.0% |
| 1Y | +25.7% | -6.8% | +32.5% | +27.6% |
| 3Y | -13.1% | +34.5% | -47.6% | -22.1% |
| 5Y | +26.7% | +35.8% | -9.1% | +13.0% |
| 10Y | +721.5% | +141.7% | +579.8% | +504.6% |
| All | +33,922.3% | +2,660.1% | +31,262.3% | +19,227.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling