+52.5%
EWZ vs PODD
+767.5%
-715.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | +6.5% | +1.6% | +4.9% | +6.1% |
| 30D | +4.8% | +10.7% | -5.8% | +2.6% |
| 3M | +9.9% | +0.7% | +9.2% | +8.4% |
| 6M | +1.9% | -39.3% | +41.2% | +11.0% |
| YTD | +20.3% | -48.1% | +68.4% | +35.0% |
| 1Y | +35.6% | -57.4% | +93.1% | +58.0% |
| 3Y | +43.4% | -23.3% | +66.7% | +42.4% |
| 5Y | +55.9% | -51.3% | +107.2% | +64.2% |
| 10Y | +84.2% | +242.0% | -157.9% | +15.4% |
| All | +52.5% | +767.5% | -715.0% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling