+195.8%
PDD vs ODFL
+270.1%
-74.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.3% |
| 7D | -4.9% | +5.8% | -10.7% | -6.7% |
| 30D | -3.0% | -5.3% | +2.3% | -1.6% |
| 3M | -6.2% | -19.0% | +12.8% | -0.1% |
| 6M | -20.7% | -7.5% | -13.2% | -20.0% |
| YTD | -30.4% | +11.8% | -42.1% | -35.1% |
| 1Y | -41.3% | +29.7% | -70.9% | -48.3% |
| 3Y | -27.7% | -9.1% | -18.6% | -31.7% |
| 5Y | -16.9% | +0.2% | -17.1% | -27.6% |
| All | +195.8% | +270.1% | -74.3% | +25.5% |
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