+226.1%
PODD vs CAPR
-77.1%
+303.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.6% | +0.1% | -3.5% |
| 7D | -4.1% | -9.5% | +5.4% | -4.0% |
| 30D | +0.8% | +121.5% | -120.7% | -0.5% |
| 3M | -6.1% | -65.4% | +59.3% | -5.7% |
| 6M | -40.0% | -67.5% | +27.6% | -39.7% |
| YTD | -49.9% | -68.6% | +18.7% | -49.7% |
| 1Y | -59.3% | +42.7% | -102.0% | -61.2% |
| 3Y | -17.2% | +43.4% | -60.6% | -23.8% |
| 5Y | -53.0% | +86.0% | -139.0% | -57.6% |
| 10Y | +226.1% | -77.4% | +303.5% | +197.9% |
| All | +226.1% | -77.1% | +303.2% | +197.9% |
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