+55.0%
EWZ vs PODD
-51.3%
+106.3%
-32.2%
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% | -0.5% |
| 7D | +6.5% | +1.6% | +4.9% | +6.3% |
| 30D | +4.8% | +10.7% | -5.8% | +3.6% |
| 3M | +9.9% | +0.7% | +9.2% | +9.0% |
| 6M | +1.9% | -39.3% | +41.2% | +7.4% |
| YTD | +20.3% | -48.1% | +68.4% | +29.1% |
| 1Y | +35.6% | -57.4% | +93.1% | +49.0% |
| 3Y | +43.4% | -23.3% | +66.7% | +42.8% |
| All | +55.0% | -51.3% | +106.3% | +67.0% |
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