+221.7%
PODD vs EL
+25.3%
+196.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.7% |
| 7D | -10.6% | -4.4% | -6.2% | -9.4% |
| 30D | -6.9% | +10.3% | -17.2% | -9.9% |
| 3M | -10.6% | +13.4% | -24.0% | -14.4% |
| 6M | -43.5% | +3.1% | -46.5% | -45.0% |
| YTD | -52.6% | -6.9% | -45.7% | -53.0% |
| 1Y | -60.1% | +11.9% | -72.0% | -63.0% |
| 3Y | -21.7% | -33.8% | +12.1% | -17.7% |
| 5Y | -54.6% | -69.0% | +14.4% | -34.6% |
| All | +221.7% | +25.3% | +196.5% | +174.9% |
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