+79.1%
PEP vs PODD
+218.3%
-139.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -1.0% |
| 7D | -1.7% | -6.9% | +5.2% | -1.1% |
| 30D | +0.3% | -3.5% | +3.8% | +0.6% |
| 3M | -3.2% | -13.6% | +10.3% | -2.4% |
| 6M | -13.6% | -42.6% | +29.1% | -10.2% |
| YTD | -1.9% | -51.5% | +49.6% | +3.2% |
| 1Y | -0.6% | -60.9% | +60.3% | +6.2% |
| 3Y | -13.6% | -19.8% | +6.2% | -14.5% |
| 5Y | +3.2% | -54.4% | +57.6% | +5.7% |
| 10Y | +79.1% | +236.1% | -157.0% | +69.7% |
| All | +79.1% | +218.3% | -139.2% | +69.7% |
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