-60.1%
PODD vs PFGC
-9.2%
-50.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.4% |
| 7D | -10.6% | -4.8% | -5.7% | -10.6% |
| 30D | -6.9% | -17.2% | +10.3% | -7.2% |
| 3M | -10.6% | -6.3% | -4.3% | -9.9% |
| 6M | -43.5% | +8.8% | -52.3% | -41.6% |
| YTD | -52.6% | +4.9% | -57.5% | -51.0% |
| 1Y | -60.1% | -9.5% | -50.6% | -59.9% |
| All | -60.1% | -9.2% | -50.9% | -59.9% |
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