+17.0%
PG vs ODFL
+32.0%
-15.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.3% | +3.1% |
| 7D | +5.7% | +3.5% | +2.2% | +5.3% |
| 30D | +15.4% | 0.0% | +15.4% | +15.4% |
| 3M | +13.8% | -18.1% | +31.9% | +15.9% |
| 6M | +18.3% | -6.4% | +24.7% | +18.2% |
| YTD | +20.1% | +14.9% | +5.3% | +17.4% |
| 1Y | +17.0% | +27.7% | -10.7% | +12.1% |
| All | +17.0% | +32.0% | -15.0% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling