+764.2%
PODD vs PPG
+335.2%
+429.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.7% | -1.7% |
| 7D | -6.9% | -3.7% | -3.2% | -4.8% |
| 30D | -3.5% | -7.2% | +3.8% | +0.9% |
| 3M | -13.6% | -7.3% | -6.3% | -10.5% |
| 6M | -42.6% | +0.3% | -42.9% | -44.1% |
| YTD | -51.5% | +6.5% | -58.0% | -54.9% |
| 1Y | -60.9% | +0.5% | -61.4% | -62.5% |
| 3Y | -19.8% | -15.3% | -4.5% | -17.0% |
| 5Y | -54.4% | -22.9% | -31.5% | -51.6% |
| 10Y | +236.1% | +28.4% | +207.7% | +117.4% |
| All | +764.2% | +335.2% | +429.0% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 all: compounded portfolio wealth divided by compounded PPG 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…
all analysis · Full analysis span regression · 6 months rolling