-7.8%
PODD vs FIVE
+34.8%
-42.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -6.1% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | +9.0% | +17.7% | -8.6% | +7.2% |
| 3M | +5.2% | +4.0% | +1.2% | +4.6% |
| 6M | -3.2% | +2.6% | -5.8% | -3.8% |
| YTD | -48.5% | +27.6% | -76.0% | -50.2% |
| 1Y | -54.7% | +59.9% | -114.6% | -57.3% |
| 3Y | -7.8% | +35.8% | -43.6% | -12.7% |
| All | -7.8% | +34.8% | -42.7% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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