-74.2%
PCG vs ODFL
+739.2%
-813.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.5% |
| 7D | +5.4% | +0.2% | +5.3% | +5.4% |
| 30D | -15.1% | -13.4% | -1.7% | -12.5% |
| 3M | -9.8% | -24.2% | +14.4% | -4.3% |
| 6M | -18.0% | -3.3% | -14.7% | -18.3% |
| YTD | -7.2% | +19.8% | -27.0% | -12.7% |
| 1Y | +2.9% | +24.5% | -21.7% | -4.5% |
| 3Y | -11.1% | -9.6% | -1.5% | -13.5% |
| 5Y | +61.8% | +28.0% | +33.7% | +35.6% |
| All | -74.2% | +739.2% | -813.4% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 10y: compounded portfolio wealth divided by compounded ODFL 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…
10y analysis · Full analysis span regression · 6 months rolling