+723.3%
ODFL vs PEGA
+180.6%
+542.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.7% | -1.2% |
| 7D | -2.8% | -5.3% | +2.5% | -1.6% |
| 30D | -13.7% | +8.3% | -22.0% | -15.5% |
| 3M | -23.4% | +8.9% | -32.3% | -25.6% |
| 6M | -7.2% | -19.7% | +12.6% | -3.5% |
| YTD | +15.6% | -39.9% | +55.5% | +27.8% |
| 1Y | +24.2% | -36.4% | +60.6% | +34.2% |
| 3Y | -12.8% | +52.8% | -65.6% | -31.0% |
| 5Y | +27.1% | -45.7% | +72.8% | +33.6% |
| All | +723.3% | +180.6% | +542.7% | +440.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling