-17.2%
PODD vs EL
-30.9%
+13.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.3% |
| 7D | -4.1% | +1.7% | -5.8% | -4.3% |
| 30D | +0.8% | +15.5% | -14.7% | -0.9% |
| 3M | -6.1% | +20.6% | -26.6% | -8.1% |
| 6M | -40.0% | +10.5% | -50.4% | -41.0% |
| YTD | -49.9% | -1.9% | -48.1% | -50.3% |
| 1Y | -59.3% | +16.1% | -75.4% | -60.4% |
| 3Y | -17.2% | -30.2% | +13.0% | -20.4% |
| All | -17.2% | -30.9% | +13.7% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling