-37.8%
PODC vs SPY
+79.7%
-117.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | -21.1% | +0.1% | -21.2% | -21.0% |
| 3M | -34.2% | +2.0% | -36.2% | -35.4% |
| 6M | +15.2% | +13.0% | +2.2% | +3.5% |
| YTD | +10.5% | +13.5% | -3.0% | -1.0% |
| 1Y | +70.6% | +20.0% | +50.7% | +45.6% |
| All | -37.8% | +79.7% | -117.5% | -60.2% |
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