+330.4%
PODD vs CAPR
-63.2%
+393.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.7% | +8.2% | -0.4% |
| 7D | -4.4% | +19.1% | -23.4% | -4.6% |
| 30D | +8.1% | +48.8% | -40.8% | +7.4% |
| 3M | +2.9% | +144.4% | -141.5% | +1.3% |
| 6M | -5.7% | -67.5% | +61.8% | -5.4% |
| YTD | -47.5% | -64.5% | +17.0% | -47.4% |
| 1Y | -55.7% | +74.4% | -130.1% | -57.9% |
| 3Y | -3.7% | +265.7% | -269.5% | -13.1% |
| 5Y | -52.6% | +196.0% | -248.5% | -57.6% |
| All | +330.4% | -63.2% | +393.5% | +255.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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