-8.3%
PEG vs PODD
-61.6%
+53.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | 0.0% |
| 7D | -0.9% | -10.6% | +9.7% | -0.3% |
| 30D | -2.8% | -6.9% | +4.2% | -2.4% |
| 3M | -6.9% | -10.6% | +3.7% | -6.6% |
| 6M | -11.4% | -43.5% | +32.1% | -9.4% |
| YTD | -7.4% | -52.6% | +45.2% | -3.9% |
| 1Y | -8.3% | -60.1% | +51.8% | -3.3% |
| All | -8.3% | -61.6% | +53.3% | -3.3% |
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