+546.0%
ODFL vs PFGC
+351.0%
+195.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.5% |
| 7D | +5.8% | +3.4% | +2.4% | +5.2% |
| 30D | -5.3% | +16.9% | -22.3% | -8.3% |
| 3M | -19.0% | +6.4% | -25.4% | -20.1% |
| 6M | -7.5% | +16.0% | -23.5% | -10.5% |
| YTD | +11.8% | +23.6% | -11.8% | +6.3% |
| 1Y | +29.7% | +16.6% | +13.1% | +24.7% |
| 3Y | -9.1% | +82.3% | -91.4% | -19.9% |
| 5Y | +0.2% | +138.7% | -138.5% | -15.9% |
| All | +546.0% | +351.0% | +195.0% | +428.6% |
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