-50.3%
PODC vs SPY
+77.1%
-127.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.8% |
| 7D | +23.2% | +3.3% | +19.9% | +19.2% |
| 30D | +12.4% | -2.7% | +15.1% | +16.6% |
| 3M | -29.2% | -1.7% | -27.5% | -27.1% |
| 6M | -40.3% | +3.1% | -43.4% | -41.3% |
| YTD | -11.7% | +11.9% | -23.6% | -19.0% |
| 1Y | -8.0% | +12.0% | -20.0% | -15.6% |
| 3Y | -7.4% | +78.2% | -85.6% | -42.3% |
| All | -50.3% | +77.1% | -127.4% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling