-0.4%
ODFL vs PFG
+92.7%
-93.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.4% |
| 7D | +5.8% | +2.4% | +3.5% | +4.3% |
| 30D | -5.3% | +5.9% | -11.2% | -8.5% |
| 3M | -19.0% | -0.4% | -18.5% | -19.1% |
| 6M | -7.5% | +14.8% | -22.3% | -15.9% |
| YTD | +11.8% | +31.9% | -20.1% | -6.7% |
| 1Y | +29.7% | +38.8% | -9.2% | +4.9% |
| 3Y | -9.1% | +82.4% | -91.5% | -37.3% |
| All | -0.4% | +92.7% | -93.2% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling