-39.6%
PODC vs SPY
+77.9%
-117.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.7% |
| 7D | -3.3% | -0.4% | -2.9% | -3.0% |
| 30D | -21.8% | -1.4% | -20.5% | -20.7% |
| 3M | -37.6% | +3.7% | -41.4% | -39.6% |
| 6M | +17.8% | +13.0% | +4.8% | +6.0% |
| YTD | +7.3% | +12.4% | -5.1% | -3.0% |
| 1Y | +41.0% | +18.5% | +22.4% | +21.6% |
| 3Y | -39.6% | +77.6% | -117.3% | -61.0% |
| All | -39.6% | +77.9% | -117.5% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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