-0.1%
ODFL vs PEGA
-46.7%
+46.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.9% |
| 7D | -5.4% | -8.2% | +2.8% | -3.9% |
| 30D | -7.7% | -11.6% | +3.9% | -5.7% |
| 3M | -20.8% | -4.2% | -16.7% | -20.5% |
| 6M | -15.0% | -12.0% | -3.1% | -13.8% |
| YTD | +7.6% | -46.9% | +54.5% | +18.9% |
| 1Y | +22.7% | -47.0% | +69.7% | +35.5% |
| 3Y | -12.9% | +40.9% | -53.8% | -26.4% |
| 5Y | -0.1% | -45.4% | +45.3% | +4.0% |
| All | -0.1% | -46.7% | +46.7% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling