-30.7%
EFX vs PODD
-51.4%
+20.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.2% |
| 7D | -0.8% | +4.1% | -4.9% | -1.8% |
| 30D | +25.1% | +13.9% | +11.3% | +21.1% |
| 3M | +1.7% | +4.1% | -2.5% | +0.5% |
| 6M | +18.4% | +2.4% | +15.9% | +16.5% |
| YTD | -12.5% | -46.4% | +33.8% | +0.1% |
| 1Y | -8.1% | -54.2% | +46.1% | +9.1% |
| 3Y | +4.8% | -6.9% | +11.6% | -1.2% |
| All | -30.7% | -51.4% | +20.7% | -19.6% |
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