-66.4%
C vs PODD
+761.8%
-828.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.2% | +6.7% | +2.4% |
| 7D | -2.4% | -2.1% | -0.3% | -1.9% |
| 30D | -6.0% | +9.0% | -15.0% | -8.6% |
| 3M | -10.5% | +5.2% | -15.7% | -12.4% |
| 6M | -5.7% | -3.2% | -2.6% | -7.1% |
| YTD | +4.1% | -48.5% | +52.6% | +23.7% |
| 1Y | +20.5% | -54.7% | +75.2% | +48.5% |
| 3Y | +208.1% | -7.8% | +215.9% | +190.6% |
| 5Y | +110.4% | -52.4% | +162.9% | +128.6% |
| 10Y | +234.6% | +315.9% | -81.3% | +44.3% |
| All | -66.4% | +761.8% | -828.2% | -93.7% |
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