+835.4%
PODD vs PFG
+239.3%
+596.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.1% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | +8.1% | +5.0% | +3.1% | +6.2% |
| 3M | +2.9% | +0.1% | +2.9% | +2.9% |
| 6M | -5.7% | +13.8% | -19.5% | -10.6% |
| YTD | -47.5% | +31.2% | -78.7% | -53.2% |
| 1Y | -55.7% | +37.1% | -92.7% | -61.2% |
| 3Y | -3.7% | +80.6% | -84.3% | -25.6% |
| 5Y | -52.6% | +93.7% | -146.3% | -64.8% |
| 10Y | +320.3% | +185.5% | +134.8% | +137.0% |
| All | +835.4% | +239.3% | +596.1% | +197.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling