+501.3%
ODFL vs PENG
+661.7%
-160.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.3% | -5.6% | +2.2% |
| 7D | -3.0% | -3.8% | +0.8% | -3.2% |
| 30D | -6.1% | -40.1% | +34.0% | 0.0% |
| 3M | -20.9% | -21.8% | +0.9% | -19.9% |
| 6M | -13.6% | +3.3% | -16.9% | -19.2% |
| YTD | +9.4% | +133.6% | -124.2% | -12.2% |
| 1Y | +22.9% | +110.7% | -87.8% | +0.1% |
| 3Y | -9.8% | +204.3% | -214.1% | -34.1% |
| 5Y | -0.4% | +54.4% | -54.7% | -22.9% |
| All | +501.3% | +661.7% | -160.3% | +284.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling