+28.8%
EWZ vs PODD
+761.8%
-733.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.2% | +6.8% | +1.9% |
| 7D | -1.5% | -2.1% | +0.6% | -1.2% |
| 30D | -24.5% | +9.0% | -33.6% | -26.0% |
| 3M | -10.7% | +5.2% | -15.9% | -11.9% |
| 6M | -19.1% | -3.2% | -15.9% | -19.9% |
| YTD | +1.6% | -48.5% | +50.1% | +13.9% |
| 1Y | +4.3% | -54.7% | +59.0% | +19.8% |
| 3Y | +19.0% | -7.8% | +26.8% | +14.0% |
| 5Y | +57.7% | -52.4% | +110.1% | +66.7% |
| 10Y | +51.3% | +315.9% | -264.5% | -9.2% |
| All | +28.8% | +761.8% | -733.0% | -52.1% |
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