+25.3%
PCG vs ODFL
+28,969.5%
-28,944.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.7% |
| 7D | -1.6% | -4.4% | +2.8% | -1.2% |
| 30D | +1.4% | -6.1% | +7.5% | +1.9% |
| 3M | -23.4% | -21.9% | -1.5% | -22.0% |
| 6M | -19.4% | -17.6% | -1.8% | -18.4% |
| YTD | -18.5% | +5.6% | -24.1% | -19.3% |
| 1Y | -19.5% | +20.5% | -40.1% | -21.2% |
| 3Y | -21.0% | -14.8% | -6.2% | -21.2% |
| 5Y | +13.7% | -3.0% | +16.7% | +11.5% |
| 10Y | -77.2% | +607.6% | -684.8% | -80.4% |
| All | +25.3% | +28,969.5% | -28,944.2% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling