-57.4%
PODD vs PFGC
-5.1%
-52.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -2.1% |
| 7D | +1.6% | -2.2% | +3.8% | +1.6% |
| 30D | +10.7% | -11.9% | +22.6% | +10.4% |
| 3M | +0.7% | +5.0% | -4.3% | +2.6% |
| 6M | -39.3% | +8.6% | -47.9% | -37.6% |
| YTD | -48.1% | +9.7% | -57.8% | -46.3% |
| 1Y | -57.4% | -6.3% | -51.1% | -57.4% |
| All | -57.4% | -5.1% | -52.3% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling