-45.6%
PODD vs S
-51.5%
+5.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | +0.6% |
| 7D | -4.4% | +4.1% | -8.4% | -5.1% |
| 30D | +8.1% | -7.2% | +15.2% | +9.1% |
| 3M | +2.9% | 0.0% | +3.0% | +2.0% |
| 6M | -5.7% | +41.6% | -47.3% | -12.6% |
| YTD | -47.5% | +48.6% | -96.1% | -52.1% |
| 1Y | -55.7% | +30.0% | -85.7% | -58.7% |
| 3Y | -3.7% | +42.2% | -45.9% | -15.2% |
| 5Y | -52.6% | -70.8% | +18.2% | -50.1% |
| All | -45.6% | -51.5% | +5.9% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling