+164.0%
PFE vs PODD
+781.2%
-617.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -0.8% |
| 7D | -4.7% | -2.5% | -2.2% | -4.4% |
| 30D | +3.4% | +10.7% | -7.4% | +2.1% |
| 3M | +9.2% | +6.1% | +3.1% | +8.4% |
| 6M | +15.8% | -2.8% | +18.6% | +15.4% |
| YTD | +23.4% | -47.3% | +70.7% | +31.5% |
| 1Y | +25.8% | -53.2% | +79.0% | +35.7% |
| 3Y | +17.8% | -2.0% | +19.9% | +14.6% |
| 5Y | -20.2% | -52.9% | +32.7% | -17.4% |
| 10Y | +49.6% | +321.1% | -271.5% | +12.2% |
| All | +164.0% | +781.2% | -617.2% | +50.5% |
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