-76.5%
PCG vs ODFL
+548.9%
-625.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -2.0% | +0.6% | -2.6% | -2.1% |
| 30D | -2.7% | -6.3% | +3.6% | -1.4% |
| 3M | -25.1% | -19.1% | -6.0% | -21.7% |
| 6M | -22.3% | -9.9% | -12.4% | -21.3% |
| YTD | -18.5% | +9.9% | -28.4% | -22.1% |
| 1Y | -21.8% | +24.4% | -46.2% | -27.7% |
| 3Y | -21.0% | -11.0% | -10.0% | -23.5% |
| 5Y | +8.1% | -1.4% | +9.5% | -2.1% |
| All | -76.5% | +548.9% | -625.4% | -86.1% |
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