+3,318.9%
PG vs ODFL
+31,590.6%
-28,271.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | -0.8% | -3.3% | +2.5% | -0.6% |
| 30D | +0.8% | -15.3% | +16.1% | +1.8% |
| 3M | -1.3% | -27.3% | +26.0% | +0.5% |
| 6M | -3.8% | -4.5% | +0.7% | -3.7% |
| YTD | +3.6% | +15.1% | -11.5% | +2.4% |
| 1Y | -5.7% | +21.1% | -26.8% | -7.2% |
| 3Y | +1.6% | -14.1% | +15.7% | +1.3% |
| 5Y | +14.6% | +26.6% | -12.0% | +10.9% |
| 10Y | +121.2% | +736.4% | -615.2% | +92.6% |
| All | +3,318.9% | +31,590.6% | -28,271.6% | +2,386.0% |
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