-11.2%
ODFL vs PENG
+222.1%
-233.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.3% | -8.9% | +0.2% |
| 7D | -5.0% | +1.9% | -6.8% | -5.6% |
| 30D | -6.3% | -37.8% | +31.5% | -1.6% |
| 3M | -18.5% | -14.1% | -4.4% | -18.7% |
| 6M | -12.4% | +13.1% | -25.5% | -19.5% |
| YTD | +9.2% | +151.8% | -142.6% | -15.2% |
| 1Y | +23.0% | +136.0% | -113.0% | -3.5% |
| All | -11.2% | +222.1% | -233.3% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling