+11.4%
FPS vs PODD
-43.5%
+54.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.5% | +6.6% | +2.7% |
| 7D | +10.4% | -4.1% | +14.5% | +9.9% |
| 30D | -16.5% | +0.8% | -17.3% | -16.4% |
| 3M | -45.5% | -6.1% | -39.4% | -45.6% |
| 6M | +2.1% | -40.0% | +42.1% | +19.4% |
| All | +11.4% | -43.5% | +54.9% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling