-15.3%
FPS vs PODD
-40.4%
+25.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +1.3% | +13.1% | +14.6% |
| 7D | +9.5% | -9.1% | +18.6% | +7.3% |
| 30D | -33.8% | +7.3% | -41.1% | -32.6% |
| 3M | -34.9% | +3.7% | -38.5% | -33.6% |
| 6M | -42.9% | -2.7% | -40.2% | -41.9% |
| All | -15.3% | -40.4% | +25.1% | +0.7% |
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