-53.0%
PODD vs Z
-67.0%
+14.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.4% | +2.9% | -1.9% |
| 7D | -4.1% | -3.3% | -0.9% | -3.3% |
| 30D | +0.8% | -3.7% | +4.5% | +1.6% |
| 3M | -6.1% | -7.0% | +0.9% | -4.9% |
| 6M | -40.0% | -29.5% | -10.5% | -35.0% |
| YTD | -49.9% | -52.6% | +2.6% | -40.5% |
| 1Y | -59.3% | -64.0% | +4.7% | -48.3% |
| 3Y | -17.2% | -36.4% | +19.2% | -14.4% |
| 5Y | -53.0% | -65.8% | +12.8% | -50.9% |
| All | -53.0% | -67.0% | +14.0% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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