+723.3%
ODFL vs PFGC
+294.6%
+428.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.5% |
| 7D | -2.8% | -4.8% | +2.0% | -1.9% |
| 30D | -13.7% | -17.2% | +3.5% | -10.6% |
| 3M | -23.4% | -6.3% | -17.0% | -22.5% |
| 6M | -7.2% | +8.8% | -16.0% | -8.9% |
| YTD | +15.6% | +4.9% | +10.7% | +13.8% |
| 1Y | +24.2% | -9.5% | +33.7% | +25.5% |
| 3Y | -12.8% | +59.6% | -72.3% | -20.9% |
| 5Y | +27.1% | +113.5% | -86.4% | +9.4% |
| All | +723.3% | +294.6% | +428.7% | +601.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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