+33,922.3%
ODFL vs PTC
+2,170.5%
+31,751.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +1.1% |
| 7D | -6.3% | -10.3% | +4.0% | -4.6% |
| 30D | -13.6% | +1.1% | -14.7% | -13.9% |
| 3M | -24.2% | +1.6% | -25.8% | -24.9% |
| 6M | -13.8% | -13.5% | -0.3% | -12.4% |
| YTD | +19.0% | -19.1% | +38.1% | +22.3% |
| 1Y | +25.7% | -33.9% | +59.6% | +33.6% |
| 3Y | -13.1% | -3.9% | -9.2% | -13.5% |
| 5Y | +26.7% | +6.0% | +20.6% | +23.8% |
| 10Y | +721.5% | +223.7% | +497.8% | +569.7% |
| All | +33,922.3% | +2,170.5% | +31,751.8% | +17,631.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling