-54.4%
FPS vs PODD
-12.3%
-42.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -6.2% | +13.1% | +4.7% |
| 7D | -24.5% | -2.1% | -22.4% | -24.4% |
| 30D | -52.1% | +9.0% | -61.1% | -49.9% |
| 3M | -48.4% | +5.2% | -53.5% | -46.3% |
| 6M | -54.4% | -3.2% | -51.2% | -50.9% |
| All | -54.4% | -12.3% | -42.1% | -50.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling