+226.1%
PODD vs EXPD
+308.0%
-81.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.0% |
| 7D | -4.1% | -0.9% | -3.2% | -3.8% |
| 30D | +0.8% | +4.1% | -3.3% | -0.8% |
| 3M | -6.1% | +13.8% | -19.9% | -10.9% |
| 6M | -40.0% | +27.3% | -67.2% | -45.8% |
| YTD | -49.9% | +25.4% | -75.4% | -54.9% |
| 1Y | -59.3% | +54.4% | -113.7% | -66.6% |
| 3Y | -17.2% | +67.9% | -85.1% | -36.2% |
| 5Y | -53.0% | +59.2% | -112.2% | -63.8% |
| 10Y | +226.1% | +308.6% | -82.4% | +52.5% |
| All | +226.1% | +308.0% | -81.9% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling