-38.2%
PODD vs PCOR
-10.0%
-28.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +2.4% | +23.7% | -21.3% | -3.6% |
| 30D | +15.9% | +39.0% | -23.1% | +5.7% |
| 3M | +17.2% | +35.8% | -18.6% | +7.2% |
| 6M | -6.8% | +38.2% | -45.0% | -15.8% |
| YTD | -45.1% | +3.9% | -49.0% | -47.1% |
| 1Y | -50.3% | +5.7% | -56.0% | -52.5% |
| 3Y | -4.0% | +44.8% | -48.7% | -20.0% |
| 5Y | -49.3% | -19.8% | -29.5% | -55.9% |
| All | -38.2% | -10.0% | -28.2% | -46.3% |
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