+152.5%
JPM vs PODD
-54.3%
+206.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.7% |
| 7D | -0.4% | -6.9% | +6.5% | +0.4% |
| 30D | -1.4% | -3.5% | +2.0% | -1.0% |
| 3M | +13.9% | -13.6% | +27.5% | +15.3% |
| 6M | +23.5% | -42.6% | +66.2% | +31.7% |
| YTD | +11.6% | -51.5% | +63.1% | +21.7% |
| 1Y | +21.4% | -60.9% | +82.3% | +36.1% |
| 3Y | +163.4% | -19.8% | +183.2% | +161.7% |
| 5Y | +152.5% | -54.4% | +206.9% | +168.1% |
| All | +152.5% | -54.3% | +206.8% | +168.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling