-51.8%
PODD vs FFIV
+35.3%
-87.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +2.9% |
| 7D | +4.1% | -0.5% | +4.6% | +4.2% |
| 30D | +13.9% | -32.4% | +46.2% | +25.8% |
| 3M | +4.1% | -25.7% | +29.8% | +11.3% |
| 6M | +2.4% | -13.5% | +15.9% | +3.3% |
| YTD | -46.4% | +21.1% | -67.5% | -53.3% |
| 1Y | -54.2% | +29.4% | -83.6% | -61.3% |
| 3Y | -6.9% | +94.9% | -101.8% | -40.6% |
| All | -51.8% | +35.3% | -87.1% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling