-13.1%
ODFL vs PFGC
+61.7%
-74.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.3% |
| 7D | -3.0% | -3.7% | +0.7% | -1.8% |
| 30D | -14.3% | -16.0% | +1.7% | -9.5% |
| 3M | -26.7% | -4.1% | -22.6% | -26.2% |
| 6M | -7.5% | +8.7% | -16.2% | -11.1% |
| YTD | +16.5% | +6.4% | +10.2% | +11.4% |
| 1Y | +23.5% | -8.4% | +31.9% | +25.7% |
| All | -13.1% | +61.7% | -74.8% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling