+27.7%
ODFL vs PEGA
-44.4%
+72.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | +3.5% | -2.9% | +6.4% | +3.8% |
| 30D | 0.0% | -0.5% | +0.5% | 0.0% |
| 3M | -18.1% | +8.5% | -26.6% | -18.9% |
| 6M | -6.4% | -6.3% | -0.1% | -6.3% |
| YTD | +14.9% | -42.2% | +57.1% | +21.6% |
| 1Y | +27.7% | -43.4% | +71.1% | +38.1% |
| All | +27.7% | -44.4% | +72.1% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling