+321.1%
PODD vs CAPR
-64.9%
+386.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.4% | -7.2% | +2.1% |
| 7D | -2.5% | +36.0% | -38.5% | -2.9% |
| 30D | +10.7% | +25.8% | -15.1% | +10.4% |
| 3M | +6.1% | +140.8% | -134.7% | +4.5% |
| 6M | -2.8% | -67.6% | +64.8% | -2.4% |
| YTD | -47.3% | -65.9% | +18.6% | -47.2% |
| 1Y | -53.2% | +66.1% | -119.3% | -55.5% |
| 3Y | -2.0% | +256.9% | -258.9% | -11.4% |
| 5Y | -52.9% | +172.1% | -225.0% | -57.8% |
| 10Y | +321.1% | -64.7% | +385.7% | +259.8% |
| All | +321.1% | -64.9% | +386.0% | +259.8% |
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