+339.6%
PODD vs CG
+278.5%
+61.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.7% |
| 7D | +4.1% | +0.2% | +3.9% | +3.9% |
| 30D | +13.9% | +11.2% | +2.7% | +9.5% |
| 3M | +4.1% | -22.1% | +26.2% | +14.0% |
| 6M | +2.4% | -17.9% | +20.4% | +9.4% |
| YTD | -46.4% | -31.3% | -15.1% | -39.5% |
| 1Y | -54.2% | -24.0% | -30.2% | -50.3% |
| 3Y | -6.9% | +45.0% | -51.8% | -26.5% |
| 5Y | -51.6% | -22.6% | -28.9% | -52.7% |
| All | +339.6% | +278.5% | +61.1% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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