+181.9%
FANG vs PODD
+223.0%
-41.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.1% |
| 7D | +2.9% | -10.5% | +13.4% | +4.6% |
| 30D | +2.6% | -9.0% | +11.6% | +4.0% |
| 3M | +7.6% | -11.5% | +19.1% | +8.9% |
| 6M | +17.3% | -44.7% | +62.1% | +27.4% |
| YTD | +38.7% | -53.6% | +92.3% | +54.7% |
| 1Y | +51.6% | -61.0% | +112.6% | +73.8% |
| 3Y | +50.0% | -24.7% | +74.7% | +48.9% |
| 5Y | +237.6% | -55.5% | +293.0% | +259.8% |
| All | +181.9% | +223.0% | -41.0% | +128.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling