+480.3%
ODFL vs PENG
+597.2%
-116.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +12.4% | -15.7% | -5.2% |
| 7D | -4.4% | -19.4% | +15.0% | -2.1% |
| 30D | -6.1% | -42.4% | +36.3% | +0.5% |
| 3M | -21.9% | -25.6% | +3.8% | -20.3% |
| 6M | -17.6% | +7.3% | -24.8% | -23.6% |
| YTD | +5.6% | +113.9% | -108.2% | -14.2% |
| 1Y | +20.5% | +93.6% | -73.0% | -0.6% |
| 3Y | -14.8% | +170.2% | -185.0% | -36.6% |
| 5Y | -3.0% | +44.2% | -47.2% | -24.2% |
| All | +480.3% | +597.2% | -116.9% | +276.5% |
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