+330.4%
PODD vs PFGC
+346.1%
-15.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | -4.4% | +0.3% | -4.6% | -4.4% |
| 30D | +8.1% | +16.1% | -8.1% | +4.5% |
| 3M | +2.9% | +2.4% | +0.5% | +2.2% |
| 6M | -5.7% | +15.7% | -21.4% | -8.9% |
| YTD | -47.5% | +22.3% | -69.8% | -50.3% |
| 1Y | -55.7% | +13.9% | -69.5% | -57.4% |
| 3Y | -3.7% | +80.3% | -84.0% | -17.2% |
| 5Y | -52.6% | +136.1% | -188.7% | -61.7% |
| All | +330.4% | +346.1% | -15.7% | +182.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling