-51.9%
PODD vs EL
-64.5%
+12.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -4.4% | +7.6% | -12.0% | -6.0% |
| 30D | +9.4% | +15.7% | -6.2% | +5.8% |
| 3M | +3.6% | +30.5% | -26.9% | -3.0% |
| 6M | -4.0% | +32.5% | -36.5% | -10.9% |
| YTD | -47.9% | +9.4% | -57.4% | -50.1% |
| 1Y | -53.8% | +28.4% | -82.1% | -57.7% |
| 3Y | -4.5% | +4.4% | -9.0% | -12.0% |
| 5Y | -51.9% | -64.5% | +12.6% | -24.5% |
| All | -51.9% | -64.5% | +12.7% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling