-53.3%
PODD vs ES
+1.4%
-54.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.9% | -3.3% | -5.2% |
| 7D | -2.1% | +1.9% | -4.0% | -2.7% |
| 30D | +9.0% | +7.1% | +2.0% | +6.7% |
| 3M | +5.2% | -1.9% | +7.1% | +5.7% |
| 6M | -3.2% | +4.4% | -7.5% | -4.4% |
| YTD | -48.5% | +7.3% | -55.8% | -49.7% |
| 1Y | -54.7% | +2.1% | -56.8% | -55.4% |
| 3Y | -7.8% | +41.8% | -49.7% | -22.0% |
| All | -53.3% | +1.4% | -54.7% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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