-4.8%
PEP vs PODD
-3.5%
-1.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +0.3% |
| 7D | +1.0% | -2.5% | +3.5% | +1.1% |
| 30D | +12.6% | +10.7% | +1.9% | +12.2% |
| 3M | +3.1% | +6.1% | -3.0% | +2.9% |
| 6M | -6.3% | -2.8% | -3.5% | -6.3% |
| YTD | +1.9% | -47.3% | +49.2% | +2.6% |
| 1Y | +3.3% | -53.2% | +56.4% | +4.2% |
| 3Y | -4.8% | -2.0% | -2.8% | -8.3% |
| All | -4.8% | -3.5% | -1.4% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling