+45.2%
PL vs PODD
-49.4%
+94.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.3% | +12.2% | +13.8% |
| 7D | +10.9% | -2.5% | +13.4% | +11.4% |
| 30D | -16.4% | +10.7% | -27.1% | -19.3% |
| 3M | -39.9% | +6.1% | -46.1% | -41.5% |
| 6M | -63.2% | -2.8% | -60.4% | -64.3% |
| YTD | -27.1% | -47.3% | +20.2% | -11.7% |
| 1Y | +12.2% | -53.2% | +65.3% | +42.3% |
| 3Y | +584.3% | -2.0% | +586.3% | +506.2% |
| 5Y | +37.0% | -52.9% | +89.9% | +49.3% |
| All | +45.2% | -49.4% | +94.5% | +57.7% |
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