+45,286.3%
ODFL vs PEGA
+1,023.8%
+44,262.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.5% |
| 7D | +0.6% | -4.6% | +5.2% | +1.1% |
| 30D | -6.3% | -6.8% | +0.5% | -5.7% |
| 3M | -19.1% | +2.6% | -21.7% | -19.4% |
| 6M | -9.9% | -5.4% | -4.6% | -9.9% |
| YTD | +9.9% | -46.0% | +56.0% | +15.3% |
| 1Y | +24.4% | -45.6% | +70.0% | +30.4% |
| 3Y | -11.0% | +43.2% | -54.2% | -16.5% |
| 5Y | -1.4% | -45.3% | +43.8% | -1.1% |
| 10Y | +555.3% | +88.9% | +466.4% | +494.9% |
| All | +45,286.3% | +1,023.8% | +44,262.5% | +36,829.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling