+28.0%
ODFL vs PEGA
-47.9%
+76.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.4% |
| 7D | +0.2% | -2.4% | +2.6% | +0.6% |
| 30D | -13.4% | +9.6% | -23.1% | -15.1% |
| 3M | -24.2% | +2.3% | -26.5% | -25.0% |
| 6M | -3.3% | -23.9% | +20.6% | +0.6% |
| YTD | +19.8% | -39.8% | +59.5% | +29.6% |
| 1Y | +24.5% | -37.4% | +61.9% | +32.9% |
| 3Y | -9.6% | +53.1% | -62.8% | -24.4% |
| 5Y | +28.0% | -47.2% | +75.3% | +32.7% |
| All | +28.0% | -47.9% | +76.0% | +32.7% |
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