-42.0%
PODD vs PCOR
-10.3%
-31.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -6.1% |
| 7D | -2.1% | +22.7% | -24.8% | -7.6% |
| 30D | +9.0% | +37.5% | -28.4% | -0.3% |
| 3M | +5.2% | +35.2% | -30.0% | -3.7% |
| 6M | -3.2% | +42.2% | -45.4% | -13.2% |
| YTD | -48.5% | +3.6% | -52.0% | -50.3% |
| 1Y | -54.7% | -4.8% | -49.9% | -55.4% |
| 3Y | -7.8% | +48.3% | -56.2% | -23.8% |
| 5Y | -52.4% | -20.1% | -32.4% | -58.6% |
| All | -42.0% | -10.3% | -31.7% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 all: compounded portfolio wealth divided by compounded PCOR 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…
all analysis · Full analysis span regression · 6 months rolling