-52.6%
PODD vs PFGC
+129.0%
-181.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | -4.4% | +0.3% | -4.6% | -4.4% |
| 30D | +8.1% | +16.1% | -8.1% | +2.0% |
| 3M | +2.9% | +2.4% | +0.5% | +1.6% |
| 6M | -5.7% | +15.7% | -21.4% | -11.2% |
| YTD | -47.5% | +22.3% | -69.8% | -52.4% |
| 1Y | -55.7% | +13.9% | -69.5% | -58.6% |
| 3Y | -3.7% | +80.3% | -84.0% | -29.7% |
| 5Y | -52.6% | +136.1% | -188.7% | -70.8% |
| All | -52.6% | +129.0% | -181.6% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling