+26.8%
PL vs PODD
-50.5%
+77.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -6.2% | +16.5% | +12.2% |
| 7D | -6.8% | -2.1% | -4.7% | -6.6% |
| 30D | -29.3% | +9.0% | -38.3% | -31.5% |
| 3M | -44.8% | +5.2% | -49.9% | -46.1% |
| 6M | -68.4% | -3.2% | -65.2% | -69.6% |
| YTD | -36.4% | -48.5% | +12.1% | -22.4% |
| 1Y | +0.7% | -54.7% | +55.4% | +29.1% |
| 3Y | +455.3% | -7.8% | +463.1% | +403.4% |
| 5Y | +22.7% | -52.4% | +75.1% | +34.3% |
| All | +26.8% | -50.5% | +77.3% | +38.5% |
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