+33,206.6%
ODFL vs PNR
+2,385.4%
+30,821.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.0% |
| 7D | -3.0% | -3.9% | +0.9% | -1.5% |
| 30D | -14.3% | -13.8% | -0.5% | -9.2% |
| 3M | -26.7% | -22.5% | -4.2% | -19.7% |
| 6M | -7.5% | -37.2% | +29.7% | +9.9% |
| YTD | +16.5% | -44.2% | +60.8% | +44.8% |
| 1Y | +23.5% | -46.6% | +70.2% | +56.3% |
| 3Y | -12.1% | -12.5% | +0.4% | -8.4% |
| 5Y | +28.9% | -19.3% | +48.3% | +37.9% |
| 10Y | +746.5% | +67.5% | +679.0% | +579.6% |
| All | +33,206.6% | +2,385.4% | +30,821.2% | +15,210.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling