+540.3%
ODFL vs PENG
+751.0%
-210.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | -3.0% | +7.3% | -10.3% | -4.1% |
| 30D | -14.3% | -7.5% | -6.8% | -13.4% |
| 3M | -26.7% | -17.2% | -9.5% | -26.4% |
| 6M | -7.5% | +176.7% | -184.2% | -25.8% |
| YTD | +16.5% | +161.0% | -144.5% | -6.0% |
| 1Y | +23.5% | +108.8% | -85.3% | +2.7% |
| 3Y | -12.1% | +109.8% | -121.9% | -31.7% |
| 5Y | +28.9% | +111.7% | -82.8% | -2.8% |
| All | +540.3% | +751.0% | -210.7% | +312.5% |
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