+73.4%
PGR vs ODFL
-13.7%
+87.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -0.6% | -3.3% | +2.7% | -0.5% |
| 30D | +4.9% | -15.3% | +20.2% | +5.7% |
| 3M | +7.6% | -27.3% | +35.0% | +9.2% |
| 6M | +8.3% | -4.5% | +12.7% | +8.1% |
| YTD | +1.7% | +15.1% | -13.4% | +0.3% |
| 1Y | -6.8% | +21.1% | -27.9% | -8.5% |
| 3Y | +73.4% | -14.1% | +87.6% | +67.3% |
| All | +73.4% | -13.7% | +87.2% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling