+125.6%
EW vs PODD
+218.3%
-92.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.4% | +0.3% |
| 7D | -5.1% | -6.9% | +1.8% | -3.1% |
| 30D | -6.4% | -3.5% | -2.9% | -5.5% |
| 3M | -1.6% | -13.6% | +12.0% | +1.5% |
| 6M | +2.3% | -42.6% | +44.9% | +18.4% |
| YTD | +1.1% | -51.5% | +52.6% | +23.0% |
| 1Y | +8.0% | -60.9% | +68.9% | +39.7% |
| 3Y | +16.3% | -19.8% | +36.1% | +14.8% |
| 5Y | -29.4% | -54.4% | +25.0% | -19.9% |
| 10Y | +125.6% | +236.1% | -110.5% | +36.4% |
| All | +125.6% | +218.3% | -92.7% | +36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling