+339.6%
PODD vs EL
+62.2%
+277.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.8% |
| 7D | +4.1% | +1.5% | +2.5% | +3.6% |
| 30D | +13.9% | +10.0% | +3.8% | +10.8% |
| 3M | +4.1% | +28.4% | -24.3% | -3.5% |
| 6M | +2.4% | +37.1% | -34.6% | -7.5% |
| YTD | -46.4% | +7.8% | -54.2% | -49.0% |
| 1Y | -54.2% | +26.0% | -80.2% | -58.6% |
| 3Y | -6.9% | +3.8% | -10.7% | -16.2% |
| 5Y | -51.6% | -65.2% | +13.6% | -32.9% |
| All | +339.6% | +62.2% | +277.4% | +272.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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