+298.9%
PG vs PODD
+711.3%
-412.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.0% | -1.8% |
| 7D | -3.4% | -6.9% | +3.5% | -2.8% |
| 30D | -2.6% | -3.5% | +0.9% | -2.4% |
| 3M | -3.3% | -13.6% | +10.2% | -2.5% |
| 6M | -6.7% | -42.6% | +35.9% | -3.1% |
| YTD | +1.7% | -51.5% | +53.2% | +7.0% |
| 1Y | -7.9% | -60.9% | +53.0% | -1.6% |
| 3Y | +0.9% | -19.8% | +20.7% | +0.3% |
| 5Y | +12.6% | -54.4% | +67.0% | +15.6% |
| 10Y | +117.2% | +236.1% | -118.9% | +83.6% |
| All | +298.9% | +711.3% | -412.4% | +178.1% |
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