+265.1%
PEP vs PODD
+767.5%
-502.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | -1.4% | +1.6% | -3.0% | -1.5% |
| 30D | +0.2% | +10.7% | -10.4% | -0.6% |
| 3M | -1.1% | +0.7% | -1.8% | -1.5% |
| 6M | -13.5% | -39.3% | +25.8% | -10.4% |
| YTD | -1.2% | -48.1% | +46.9% | +3.5% |
| 1Y | -1.6% | -57.4% | +55.9% | +4.6% |
| 3Y | -12.5% | -23.3% | +10.7% | -12.7% |
| 5Y | +3.0% | -51.3% | +54.3% | +5.2% |
| 10Y | +73.9% | +242.0% | -168.1% | +47.9% |
| All | +265.1% | +767.5% | -502.4% | +151.0% |
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