+854.8%
ODFL vs PFGC
+419.1%
+435.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -6.3% | -2.2% | -4.1% | -5.9% |
| 30D | -13.6% | -11.9% | -1.7% | -11.6% |
| 3M | -24.2% | +5.0% | -29.2% | -25.0% |
| 6M | -13.8% | +8.6% | -22.4% | -15.3% |
| YTD | +19.0% | +9.7% | +9.4% | +16.2% |
| 1Y | +25.7% | -6.3% | +32.0% | +26.2% |
| 3Y | -13.1% | +58.2% | -71.3% | -21.0% |
| 5Y | +26.7% | +110.4% | -83.8% | +9.1% |
| 10Y | +721.5% | +272.8% | +448.7% | +572.0% |
| All | +854.8% | +419.1% | +435.7% | +644.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling