+37.6%
PCG vs ODFL
+32,662.3%
-32,624.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.4% | +2.4% |
| 7D | -13.9% | -6.3% | -7.6% | -13.5% |
| 30D | -16.9% | -13.6% | -3.3% | -16.0% |
| 3M | -14.7% | -24.2% | +9.4% | -13.0% |
| 6M | -23.8% | -13.8% | -10.0% | -23.2% |
| YTD | -10.5% | +19.0% | -29.5% | -12.1% |
| 1Y | -5.1% | +25.7% | -30.8% | -7.3% |
| 3Y | -11.6% | -13.1% | +1.5% | -11.9% |
| 5Y | +59.0% | +26.7% | +32.4% | +52.8% |
| 10Y | -75.7% | +721.5% | -797.2% | -79.4% |
| All | +37.6% | +32,662.3% | -32,624.7% | -7.0% |
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