+25.7%
ODFL vs PPG
+5.2%
+20.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.9% |
| 7D | -6.3% | -1.5% | -4.8% | -5.4% |
| 30D | -13.6% | -5.0% | -8.6% | -10.9% |
| 3M | -24.2% | +1.1% | -25.3% | -25.5% |
| 6M | -13.8% | -3.2% | -10.6% | -12.7% |
| YTD | +19.0% | +11.9% | +7.2% | +8.8% |
| 1Y | +25.7% | +5.3% | +20.4% | +15.1% |
| All | +25.7% | +5.2% | +20.5% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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