-54.4%
PODD vs PFG
+109.8%
-164.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.7% |
| 7D | -6.9% | +3.2% | -10.1% | -8.2% |
| 30D | -3.5% | +0.9% | -4.4% | -3.9% |
| 3M | -13.6% | +7.7% | -21.3% | -16.6% |
| 6M | -42.6% | +29.0% | -71.6% | -48.9% |
| YTD | -51.5% | +32.5% | -83.9% | -57.5% |
| 1Y | -60.9% | +47.3% | -108.2% | -67.4% |
| 3Y | -19.8% | +68.2% | -88.0% | -39.0% |
| 5Y | -54.4% | +108.5% | -162.9% | -68.7% |
| All | -54.4% | +109.8% | -164.2% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling