-55.3%
PODD vs PNR
-21.7%
-33.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.8% | -1.9% |
| 7D | -10.5% | -6.0% | -4.5% | -7.9% |
| 30D | -9.0% | -14.0% | +4.9% | -2.6% |
| 3M | -11.5% | -21.7% | +10.1% | -2.3% |
| 6M | -44.7% | -37.3% | -7.5% | -32.4% |
| YTD | -53.6% | -45.1% | -8.4% | -39.7% |
| 1Y | -61.0% | -49.1% | -11.8% | -47.4% |
| 3Y | -24.7% | -14.8% | -9.9% | -25.5% |
| All | -55.3% | -21.7% | -33.6% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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