-9.1%
ODFL vs PFG
+82.7%
-91.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.3% |
| 7D | +5.8% | +2.4% | +3.5% | +4.2% |
| 30D | -5.3% | +5.9% | -11.2% | -8.8% |
| 3M | -19.0% | -0.4% | -18.5% | -19.1% |
| 6M | -7.5% | +14.8% | -22.3% | -17.3% |
| YTD | +11.8% | +31.9% | -20.1% | -9.7% |
| 1Y | +29.7% | +38.8% | -9.2% | +1.0% |
| 3Y | -9.1% | +82.4% | -91.5% | -43.8% |
| All | -9.1% | +82.7% | -91.8% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling