+33,206.6%
ODFL vs PPG
+1,879.7%
+31,326.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -1.6% |
| 7D | -3.0% | -3.7% | +0.7% | -1.3% |
| 30D | -14.3% | -7.2% | -7.1% | -11.2% |
| 3M | -26.7% | -7.3% | -19.4% | -24.3% |
| 6M | -7.5% | +0.3% | -7.7% | -8.2% |
| YTD | +16.5% | +6.5% | +10.0% | +12.6% |
| 1Y | +23.5% | +0.5% | +23.0% | +22.5% |
| 3Y | -12.1% | -15.3% | +3.2% | -5.8% |
| 5Y | +28.9% | -22.9% | +51.8% | +42.7% |
| 10Y | +746.5% | +28.4% | +718.1% | +622.3% |
| All | +33,206.6% | +1,879.7% | +31,326.9% | +13,631.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling