+27.7%
ODFL vs PNR
-31.2%
+58.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | -0.2% |
| 7D | +3.5% | +11.9% | -8.4% | -0.5% |
| 30D | 0.0% | +37.1% | -37.1% | -11.3% |
| 3M | -18.1% | +5.7% | -23.8% | -19.3% |
| 6M | -6.4% | -5.7% | -0.7% | -3.4% |
| YTD | +14.9% | -29.8% | +44.7% | +36.2% |
| 1Y | +27.7% | -31.8% | +59.5% | +56.6% |
| All | +27.7% | -31.2% | +58.9% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling