+230.9%
QCOM vs PODD
+324.2%
-93.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +3.1% |
| 7D | +5.8% | -2.5% | +8.3% | +6.5% |
| 30D | -2.3% | +10.7% | -13.0% | -4.8% |
| 3M | +2.7% | +6.1% | -3.4% | +0.9% |
| 6M | -21.0% | -2.8% | -18.2% | -22.1% |
| YTD | +1.8% | -47.3% | +49.1% | +17.7% |
| 1Y | +2.4% | -53.2% | +55.6% | +22.1% |
| 3Y | +52.1% | -2.0% | +54.1% | +43.8% |
| 5Y | +14.6% | -52.9% | +67.6% | +27.1% |
| 10Y | +230.9% | +321.1% | -90.2% | +124.0% |
| All | +230.9% | +324.2% | -93.3% | +124.0% |
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