+207.9%
PDD vs ODFL
+294.1%
-86.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -4.1% | -6.3% | +2.2% | -2.1% |
| 30D | -9.6% | -13.6% | +4.0% | -5.3% |
| 3M | -4.3% | -24.2% | +19.9% | +4.2% |
| 6M | -18.8% | -13.8% | -5.0% | -16.0% |
| YTD | -27.5% | +19.0% | -46.5% | -33.6% |
| 1Y | -33.6% | +25.7% | -59.3% | -40.7% |
| 3Y | -20.4% | -13.1% | -7.3% | -22.5% |
| 5Y | -19.6% | +26.7% | -46.2% | -36.1% |
| All | +207.9% | +294.1% | -86.2% | +28.6% |
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