+23.6%
ODFL vs PENG
+132.5%
-109.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.3% | -8.9% | +0.8% |
| 7D | -5.0% | +1.9% | -6.8% | -5.2% |
| 30D | -6.3% | -37.8% | +31.5% | -3.7% |
| 3M | -18.5% | -14.1% | -4.4% | -18.7% |
| 6M | -12.4% | +13.1% | -25.5% | -17.7% |
| YTD | +9.2% | +151.8% | -142.6% | -13.6% |
| All | +23.6% | +132.5% | -109.0% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling