+40.4%
PL vs PODD
-49.6%
+90.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | +22.3% | -4.4% | +26.6% | +23.7% |
| 30D | -8.3% | +8.1% | -16.4% | -10.8% |
| 3M | -43.3% | +2.9% | -46.2% | -44.2% |
| 6M | -65.8% | -5.7% | -60.1% | -66.5% |
| YTD | -29.5% | -47.5% | +18.0% | -14.5% |
| 1Y | +11.7% | -55.7% | +67.4% | +45.2% |
| 3Y | +540.6% | -3.7% | +544.3% | +471.5% |
| 5Y | +32.9% | -52.6% | +85.5% | +44.9% |
| All | +40.4% | -49.6% | +90.0% | +52.7% |
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