+0.7%
FPS vs PODD
-46.5%
+47.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.3% | -3.4% | -6.0% |
| 7D | -4.6% | -10.6% | +6.0% | -5.7% |
| 30D | -22.6% | -6.9% | -15.7% | -23.0% |
| 3M | -45.1% | -10.6% | -34.5% | -45.7% |
| 6M | -17.8% | -43.5% | +25.6% | -4.5% |
| All | +0.7% | -46.5% | +47.2% | +16.7% |
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