+28.0%
ODFL vs PTC
+1.8%
+26.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +3.0% |
| 7D | +0.2% | -12.8% | +12.9% | +6.0% |
| 30D | -13.4% | -9.8% | -3.6% | -9.9% |
| 3M | -24.2% | -2.1% | -22.1% | -25.0% |
| 6M | -3.3% | -18.1% | +14.8% | +4.1% |
| YTD | +19.8% | -23.5% | +43.3% | +33.2% |
| 1Y | +24.5% | -37.4% | +61.9% | +53.9% |
| 3Y | -9.6% | -7.2% | -2.4% | -12.9% |
| 5Y | +28.0% | +2.7% | +25.4% | +8.7% |
| All | +28.0% | +1.8% | +26.2% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling