+240.7%
PEG vs PODD
+796.9%
-556.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.2% |
| 7D | +4.5% | +4.1% | +0.4% | +4.0% |
| 30D | +7.5% | +13.9% | -6.3% | +5.9% |
| 3M | +0.8% | +4.1% | -3.3% | +0.2% |
| 6M | 0.0% | +2.4% | -2.4% | -0.9% |
| YTD | -3.0% | -46.4% | +43.3% | +2.8% |
| 1Y | -4.7% | -54.2% | +49.4% | +2.7% |
| 3Y | +36.5% | -6.9% | +43.3% | +34.1% |
| 5Y | +44.4% | -51.6% | +95.9% | +49.3% |
| 10Y | +170.2% | +329.3% | -159.1% | +109.9% |
| All | +240.7% | +796.9% | -556.2% | +101.9% |
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 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