+349.2%
PODD vs Z
+10.9%
+338.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.8% | -1.5% | +1.3% |
| 7D | -2.5% | -5.2% | +2.7% | -1.2% |
| 30D | +10.7% | +5.7% | +5.0% | +8.9% |
| 3M | +6.1% | -8.7% | +14.9% | +7.8% |
| 6M | -2.8% | -26.0% | +23.1% | +3.4% |
| YTD | -47.3% | -55.0% | +7.7% | -37.3% |
| 1Y | -53.2% | -58.0% | +4.8% | -43.4% |
| 3Y | -2.0% | -15.2% | +13.2% | -5.1% |
| 5Y | -52.9% | -53.8% | +0.9% | -49.8% |
| 10Y | +321.1% | -14.5% | +335.6% | +251.8% |
| All | +349.2% | +10.9% | +338.3% | +234.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling