+8.3%
PGR vs ODFL
-7.2%
+15.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.6% |
| 7D | -0.6% | -3.3% | +2.7% | -0.8% |
| 30D | +4.9% | -15.3% | +20.2% | +4.0% |
| 3M | +7.6% | -27.3% | +35.0% | +5.9% |
| 6M | +8.3% | -4.5% | +12.7% | +10.4% |
| All | +8.3% | -7.2% | +15.5% | +10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling