+554.0%
ODFL vs PENG
+762.7%
-208.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.4% | -1.0% |
| 7D | -6.3% | +4.5% | -10.8% | -7.0% |
| 30D | -13.6% | -7.1% | -6.5% | -12.8% |
| 3M | -24.2% | -27.3% | +3.1% | -22.4% |
| 6M | -13.8% | +169.6% | -183.4% | -30.5% |
| YTD | +19.0% | +164.6% | -145.6% | -4.1% |
| 1Y | +25.7% | +109.5% | -83.8% | +4.5% |
| 3Y | -13.1% | +98.9% | -112.0% | -31.9% |
| 5Y | +26.7% | +116.3% | -89.6% | -4.8% |
| All | +554.0% | +762.7% | -208.6% | +320.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling