+49.9%
EWJ vs PODD
-54.3%
+104.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.6% |
| 7D | +1.0% | -6.9% | +7.9% | +1.8% |
| 30D | +1.0% | -3.5% | +4.4% | +1.3% |
| 3M | +7.2% | -13.6% | +20.8% | +8.4% |
| 6M | +13.9% | -42.6% | +56.5% | +21.5% |
| YTD | +20.8% | -51.5% | +72.3% | +31.8% |
| 1Y | +26.4% | -60.9% | +87.3% | +42.0% |
| 3Y | +71.8% | -19.8% | +91.5% | +70.7% |
| 5Y | +49.9% | -54.4% | +104.2% | +57.4% |
| All | +49.9% | -54.3% | +104.2% | +57.4% |
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 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