+49,043.4%
ODFL vs PEGA
+1,209.2%
+47,834.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.2% |
| 7D | -6.3% | +3.3% | -9.6% | -6.6% |
| 30D | -13.6% | +17.7% | -31.3% | -15.0% |
| 3M | -24.2% | +5.8% | -30.0% | -24.8% |
| 6M | -13.8% | -20.3% | +6.5% | -12.4% |
| YTD | +19.0% | -37.1% | +56.2% | +23.2% |
| 1Y | +25.7% | -30.2% | +55.9% | +28.5% |
| 3Y | -13.1% | +48.1% | -61.2% | -18.7% |
| 5Y | +26.7% | -46.8% | +73.5% | +27.3% |
| 10Y | +721.5% | +191.3% | +530.2% | +621.0% |
| All | +49,043.4% | +1,209.2% | +47,834.2% | +39,347.0% |
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 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