-26.5%
PLUG vs ODFL
+559.8%
-586.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.7% | -12.2% | -11.5% |
| 7D | -23.4% | +5.8% | -29.3% | -26.2% |
| 30D | -23.4% | -5.3% | -18.1% | -21.2% |
| 3M | -51.7% | -19.0% | -32.8% | -45.4% |
| 6M | -72.0% | -7.5% | -64.5% | -71.6% |
| YTD | -43.7% | +11.8% | -55.4% | -51.6% |
| 1Y | -55.4% | +29.7% | -85.1% | -65.5% |
| 3Y | -68.0% | -9.1% | -58.9% | -71.0% |
| 5Y | -97.4% | +0.2% | -97.7% | -97.9% |
| All | -26.5% | +559.8% | -586.2% | -87.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling