-27.6%
AR vs PODD
+319.1%
-346.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +4.1% |
| 7D | -5.8% | -4.4% | -1.4% | -5.2% |
| 30D | +4.8% | +9.4% | -4.6% | +3.0% |
| 3M | +1.5% | +3.6% | -2.1% | +0.5% |
| 6M | +4.7% | -4.0% | +8.7% | +4.2% |
| YTD | +9.2% | -47.9% | +57.1% | +20.3% |
| 1Y | +11.2% | -53.8% | +64.9% | +25.1% |
| 3Y | +46.2% | -4.5% | +50.8% | +42.8% |
| 5Y | +98.1% | -51.9% | +149.9% | +111.4% |
| 10Y | +54.5% | +308.9% | -254.4% | +6.7% |
| All | -27.6% | +319.1% | -346.7% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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