+221.7%
PODD vs PFG
+247.4%
-25.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.2% | -2.6% |
| 7D | -10.6% | -3.0% | -7.6% | -9.7% |
| 30D | -6.9% | +2.5% | -9.4% | -7.7% |
| 3M | -10.6% | +6.1% | -16.7% | -12.4% |
| 6M | -43.5% | +31.3% | -74.8% | -48.2% |
| YTD | -52.6% | +33.6% | -86.2% | -57.0% |
| 1Y | -60.1% | +48.5% | -108.6% | -65.0% |
| 3Y | -21.7% | +69.6% | -91.3% | -34.8% |
| 5Y | -54.6% | +111.5% | -166.0% | -64.6% |
| All | +221.7% | +247.4% | -25.7% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PFG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling