-14.1%
ODFL vs PNR
-14.5%
+0.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.3% |
| 7D | -3.3% | -6.0% | +2.8% | 0.0% |
| 30D | -15.3% | -14.0% | -1.3% | -8.2% |
| 3M | -27.3% | -21.7% | -5.6% | -18.2% |
| 6M | -4.5% | -37.3% | +32.8% | +22.3% |
| YTD | +15.1% | -45.1% | +60.3% | +59.2% |
| 1Y | +21.1% | -49.1% | +70.2% | +75.8% |
| 3Y | -14.1% | -14.8% | +0.7% | -6.1% |
| All | -14.1% | -14.5% | +0.4% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling