-7.4%
PEG vs PODD
-48.3%
+40.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.6% | -6.0% | +0.2% |
| 7D | +1.0% | +10.8% | -9.8% | +0.4% |
| 30D | +6.6% | +21.7% | -15.1% | +5.5% |
| 3M | -3.1% | -1.1% | -2.0% | -3.2% |
| 6M | -7.4% | -3.7% | -3.6% | -7.4% |
| YTD | -6.4% | -41.9% | +35.5% | -4.4% |
| 1Y | -7.4% | -48.5% | +41.0% | -3.8% |
| All | -7.4% | -48.3% | +40.9% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling