+216.5%
QCOM vs PODD
+308.0%
-91.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.2% | +11.7% | +7.1% |
| 7D | +0.4% | -2.1% | +2.5% | +0.9% |
| 30D | -6.6% | +9.0% | -15.7% | -8.6% |
| 3M | +3.7% | +5.2% | -1.5% | +2.1% |
| 6M | -13.3% | -3.2% | -10.2% | -14.6% |
| YTD | -1.8% | -48.5% | +46.7% | +14.2% |
| 1Y | -2.5% | -54.7% | +52.2% | +17.2% |
| 3Y | +47.0% | -7.8% | +54.8% | +41.1% |
| 5Y | +13.1% | -52.4% | +65.5% | +25.1% |
| All | +216.5% | +308.0% | -91.5% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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