-12.9%
ODFL vs PEGA
+44.0%
-56.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.9% |
| 7D | -5.4% | -8.2% | +2.8% | -4.3% |
| 30D | -7.7% | -11.6% | +3.9% | -6.2% |
| 3M | -20.8% | -4.2% | -16.7% | -20.6% |
| 6M | -15.0% | -12.0% | -3.1% | -14.1% |
| YTD | +7.6% | -46.9% | +54.5% | +16.1% |
| 1Y | +22.7% | -47.0% | +69.7% | +32.3% |
| 3Y | -12.9% | +40.9% | -53.8% | -21.9% |
| All | -12.9% | +44.0% | -56.9% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling