+47.6%
EWJ vs PODD
-51.4%
+99.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.1% |
| 7D | +4.0% | +4.1% | -0.1% | +3.5% |
| 30D | -4.3% | +13.9% | -18.1% | -5.7% |
| 3M | -6.8% | +4.1% | -10.9% | -7.4% |
| 6M | -0.9% | +2.4% | -3.3% | -2.1% |
| YTD | +14.3% | -46.4% | +60.6% | +23.2% |
| 1Y | +15.3% | -54.2% | +69.5% | +27.0% |
| 3Y | +65.6% | -6.9% | +72.5% | +61.9% |
| All | +47.6% | -51.4% | +99.0% | +53.0% |
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