+23.0%
ODFL vs PTC
+10.6%
+12.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | -5.0% | +0.5% | -5.4% | -5.0% |
| 30D | -6.3% | +0.9% | -7.2% | -6.3% |
| 3M | -18.5% | +30.4% | -48.8% | -19.1% |
| 6M | -12.4% | +34.4% | -46.8% | -11.7% |
| YTD | +9.2% | +12.6% | -3.4% | +20.2% |
| 1Y | +23.0% | +10.2% | +12.8% | +37.1% |
| All | +23.0% | +10.6% | +12.3% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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