-21.5%
PFE vs PODD
-52.5%
+31.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.2% | +4.5% | -1.2% |
| 7D | -3.7% | -2.1% | -1.6% | -3.5% |
| 30D | +5.0% | +9.0% | -4.1% | +4.3% |
| 3M | +12.2% | +5.2% | +7.0% | +11.8% |
| 6M | +14.6% | -3.2% | +17.7% | +14.3% |
| YTD | +24.1% | -48.5% | +72.6% | +29.4% |
| 1Y | +26.6% | -54.7% | +81.3% | +33.1% |
| 3Y | +14.3% | -7.8% | +22.1% | +13.0% |
| All | -21.5% | -52.5% | +31.0% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling