-54.4%
PODD vs PFGC
+111.7%
-166.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.6% |
| 7D | -6.9% | -3.7% | -3.2% | -5.6% |
| 30D | -3.5% | -16.0% | +12.5% | +2.5% |
| 3M | -13.6% | -4.1% | -9.4% | -12.4% |
| 6M | -42.6% | +8.7% | -51.3% | -44.7% |
| YTD | -51.5% | +6.4% | -57.8% | -53.4% |
| 1Y | -60.9% | -8.4% | -52.5% | -60.2% |
| 3Y | -19.8% | +61.8% | -81.5% | -37.7% |
| 5Y | -54.4% | +108.7% | -163.1% | -69.1% |
| All | -54.4% | +111.7% | -166.0% | -69.1% |
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