+55.7%
PBF vs PODD
-21.1%
+76.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | 0.0% |
| 7D | +1.4% | -6.9% | +8.3% | +2.1% |
| 30D | +15.8% | -3.5% | +19.3% | +16.3% |
| 3M | +90.3% | -13.6% | +103.9% | +92.5% |
| 6M | +102.8% | -42.6% | +145.4% | +113.5% |
| YTD | +187.3% | -51.5% | +238.8% | +208.4% |
| 1Y | +161.8% | -60.9% | +222.8% | +190.5% |
| All | +55.7% | -21.1% | +76.8% | +64.4% |
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