-17.2%
PODD vs PFG
+71.3%
-88.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.0% |
| 7D | -4.1% | +6.0% | -10.1% | -6.1% |
| 30D | +0.8% | +2.2% | -1.4% | 0.0% |
| 3M | -6.1% | +10.4% | -16.5% | -9.5% |
| 6M | -40.0% | +27.8% | -67.7% | -45.1% |
| YTD | -49.9% | +33.6% | -83.6% | -55.2% |
| 1Y | -59.3% | +49.3% | -108.6% | -65.1% |
| 3Y | -17.2% | +69.7% | -87.0% | -38.0% |
| All | -17.2% | +71.3% | -88.5% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling