-13.0%
EFX vs PODD
-21.1%
+8.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.5% |
| 7D | -9.4% | -6.9% | -2.5% | -8.1% |
| 30D | -6.9% | -3.5% | -3.4% | -6.2% |
| 3M | +0.1% | -13.6% | +13.7% | +2.4% |
| 6M | -17.3% | -42.6% | +25.3% | -9.2% |
| YTD | -21.8% | -51.5% | +29.6% | -11.5% |
| 1Y | -32.5% | -60.9% | +28.4% | -20.5% |
| All | -13.0% | -21.1% | +8.1% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling