+236.1%
PODD vs FDS
+72.8%
+163.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.3% | -1.7% |
| 7D | -6.9% | -8.8% | +1.9% | -3.4% |
| 30D | -3.5% | -1.4% | -2.1% | -3.0% |
| 3M | -13.6% | +13.9% | -27.5% | -18.7% |
| 6M | -42.6% | +27.4% | -70.0% | -49.0% |
| YTD | -51.5% | -2.5% | -49.0% | -52.1% |
| 1Y | -60.9% | -23.8% | -37.1% | -57.4% |
| 3Y | -19.8% | -32.5% | +12.7% | -8.8% |
| 5Y | -54.4% | -23.2% | -31.2% | -51.2% |
| 10Y | +236.1% | +76.4% | +159.7% | +151.2% |
| All | +236.1% | +72.8% | +163.2% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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