-54.4%
PODD vs EL
-68.4%
+14.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.4% |
| 7D | -6.9% | -2.4% | -4.5% | -6.4% |
| 30D | -3.5% | +13.7% | -17.1% | -6.6% |
| 3M | -13.6% | +14.5% | -28.1% | -16.7% |
| 6M | -42.6% | +7.4% | -50.0% | -44.4% |
| YTD | -51.5% | -4.7% | -46.8% | -52.0% |
| 1Y | -60.9% | +12.9% | -73.8% | -63.3% |
| 3Y | -19.8% | -32.2% | +12.5% | -13.8% |
| 5Y | -54.4% | -68.4% | +14.0% | -28.3% |
| All | -54.4% | -68.4% | +14.0% | -28.3% |
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