+31,180.4%
ODFL vs PTC
+3,053.6%
+28,126.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.6% |
| 7D | -3.0% | +0.8% | -3.8% | -3.2% |
| 30D | -6.1% | +0.7% | -6.8% | -6.2% |
| 3M | -20.9% | +32.6% | -53.5% | -25.4% |
| 6M | -13.6% | +33.6% | -47.2% | -19.1% |
| YTD | +9.4% | +12.4% | -3.0% | +5.2% |
| 1Y | +22.9% | +11.2% | +11.7% | +18.4% |
| 3Y | -9.8% | +31.7% | -41.5% | -15.7% |
| 5Y | -0.4% | +60.1% | -60.4% | -9.8% |
| 10Y | +592.4% | +317.2% | +275.2% | +434.2% |
| All | +31,180.4% | +3,053.6% | +28,126.7% | +15,162.8% |
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