+235.9%
PEG vs PODD
+778.2%
-542.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +2.3% | -4.4% | +6.7% | +2.8% |
| 30D | +6.1% | +8.1% | -1.9% | +5.1% |
| 3M | -0.5% | +2.9% | -3.4% | -1.0% |
| 6M | -3.2% | -5.7% | +2.6% | -3.2% |
| YTD | -4.4% | -47.5% | +43.1% | +1.6% |
| 1Y | -7.4% | -55.7% | +48.3% | +0.3% |
| 3Y | +33.9% | -3.7% | +37.7% | +31.1% |
| 5Y | +42.3% | -52.6% | +94.9% | +47.5% |
| 10Y | +166.4% | +320.3% | -153.9% | +107.4% |
| All | +235.9% | +778.2% | -542.3% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling