+61.8%
PCG vs ODFL
+27.3%
+34.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.3% |
| 3M | -9.8% | -24.2% | +14.4% | -6.0% |
| 6M | -18.0% | -3.3% | -14.7% | -18.2% |
| YTD | -7.2% | +19.8% | -27.0% | -11.0% |
| 1Y | +2.9% | +24.5% | -21.7% | -2.2% |
| 3Y | -11.1% | -9.6% | -1.5% | -12.9% |
| 5Y | +61.8% | +28.0% | +33.7% | +39.2% |
| All | +61.8% | +27.3% | +34.5% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling