+229.5%
PODD vs PFG
+244.6%
-15.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.8% |
| 7D | -6.9% | +3.2% | -10.1% | -7.9% |
| 30D | -3.5% | +0.9% | -4.4% | -3.8% |
| 3M | -13.6% | +7.7% | -21.3% | -15.8% |
| 6M | -42.6% | +29.0% | -71.6% | -47.2% |
| YTD | -51.5% | +32.5% | -83.9% | -55.8% |
| 1Y | -60.9% | +47.3% | -108.2% | -65.6% |
| 3Y | -19.8% | +68.2% | -88.0% | -33.1% |
| 5Y | -54.4% | +108.5% | -162.9% | -64.3% |
| All | +229.5% | +244.6% | -15.1% | +70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling