+723.3%
ODFL vs PFG
+247.4%
+475.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.2% |
| 7D | -2.8% | -3.0% | +0.2% | -1.4% |
| 30D | -13.7% | +2.5% | -16.1% | -14.8% |
| 3M | -23.4% | +6.1% | -29.4% | -25.8% |
| 6M | -7.2% | +31.3% | -38.5% | -18.8% |
| YTD | +15.6% | +33.6% | -17.9% | +0.4% |
| 1Y | +24.2% | +48.5% | -24.4% | +2.5% |
| 3Y | -12.8% | +69.6% | -82.4% | -32.1% |
| 5Y | +27.1% | +111.5% | -84.3% | -10.7% |
| All | +723.3% | +247.4% | +475.9% | +332.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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