+804.0%
PBF vs PODD
-53.4%
+857.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.5% | +6.8% | +3.7% |
| 7D | +2.4% | -4.1% | +6.5% | +2.8% |
| 30D | +24.9% | +0.8% | +24.1% | +24.8% |
| 3M | +81.9% | -6.1% | +88.0% | +82.5% |
| 6M | +79.4% | -40.0% | +119.3% | +88.5% |
| YTD | +188.3% | -49.9% | +238.3% | +209.3% |
| 1Y | +177.3% | -59.3% | +236.6% | +205.6% |
| 3Y | +56.0% | -17.2% | +73.2% | +55.6% |
| 5Y | +804.0% | -53.0% | +857.0% | +977.9% |
| All | +804.0% | -53.4% | +857.4% | +977.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling