+31,109.0%
ODFL vs PTC
+3,058.0%
+28,051.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.4% |
| 3M | -18.5% | +30.4% | -48.8% | -22.9% |
| 6M | -12.4% | +34.4% | -46.8% | -18.1% |
| YTD | +9.2% | +12.6% | -3.4% | +5.0% |
| 1Y | +23.0% | +10.2% | +12.8% | +18.6% |
| 3Y | -11.6% | +29.4% | -41.0% | -17.1% |
| 5Y | +0.1% | +63.7% | -63.6% | -9.7% |
| 10Y | +550.8% | +316.9% | +234.0% | +402.2% |
| All | +31,109.0% | +3,058.0% | +28,051.0% | +15,124.3% |
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