-17.2%
PODD vs ESI
+82.9%
-100.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.6% |
| 7D | -4.1% | +5.4% | -9.5% | -4.8% |
| 30D | +0.8% | -4.2% | +5.0% | +1.2% |
| 3M | -6.1% | -9.6% | +3.5% | -6.0% |
| 6M | -40.0% | +18.3% | -58.3% | -45.8% |
| YTD | -49.9% | +45.8% | -95.8% | -58.2% |
| 1Y | -59.3% | +39.2% | -98.5% | -65.7% |
| 3Y | -17.2% | +86.3% | -103.5% | -44.9% |
| All | -17.2% | +82.9% | -100.1% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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