-36.6%
EFX vs PODD
-54.3%
+17.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.3% |
| 7D | -9.4% | -6.9% | -2.5% | -7.8% |
| 30D | -6.9% | -3.5% | -3.4% | -6.1% |
| 3M | +0.1% | -13.6% | +13.7% | +3.0% |
| 6M | -17.3% | -42.6% | +25.3% | -6.8% |
| YTD | -21.8% | -51.5% | +29.6% | -8.3% |
| 1Y | -32.5% | -60.9% | +28.4% | -16.8% |
| 3Y | -12.3% | -19.8% | +7.4% | -14.4% |
| 5Y | -36.6% | -54.4% | +17.8% | -29.8% |
| All | -36.6% | -54.3% | +17.7% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling