+72.5%
PBF vs PODD
-5.6%
+78.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.5% | +5.7% |
| 7D | -4.0% | -9.1% | +5.1% | -3.2% |
| 30D | -18.0% | +7.3% | -25.3% | -18.5% |
| 3M | +0.9% | +3.7% | -2.8% | +0.6% |
| 6M | +65.7% | -2.7% | +68.4% | +65.6% |
| YTD | +161.9% | -47.2% | +209.1% | +179.4% |
| 1Y | +77.8% | -54.0% | +131.8% | +94.3% |
| All | +72.5% | -5.6% | +78.2% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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