+143.4%
PEG vs PODD
+223.0%
-79.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.1% |
| 7D | -0.9% | -10.5% | +9.6% | +0.2% |
| 30D | -3.7% | -9.0% | +5.3% | -2.8% |
| 3M | -7.3% | -11.5% | +4.3% | -6.5% |
| 6M | -10.5% | -44.7% | +34.3% | -5.5% |
| YTD | -7.5% | -53.6% | +46.1% | -0.7% |
| 1Y | -8.7% | -61.0% | +52.2% | -0.3% |
| 3Y | +31.4% | -24.7% | +56.1% | +32.0% |
| 5Y | +37.8% | -55.5% | +93.3% | +44.3% |
| All | +143.4% | +223.0% | -79.6% | +118.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling