-4.5%
PODD vs FFIV
+102.8%
-107.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.2% |
| 7D | -4.4% | -4.2% | -0.2% | -4.0% |
| 30D | +9.4% | -33.9% | +43.3% | +13.6% |
| 3M | +3.6% | -22.6% | +26.3% | +5.7% |
| 6M | -4.0% | -10.4% | +6.4% | -4.3% |
| YTD | -47.9% | +24.3% | -72.2% | -51.5% |
| 1Y | -53.8% | +31.8% | -85.6% | -57.6% |
| 3Y | -4.5% | +99.5% | -104.0% | -26.4% |
| All | -4.5% | +102.8% | -107.4% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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