-62.8%
QS vs PODD
-25.2%
-37.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.1% | -7.3% | -6.1% |
| 7D | -14.0% | +4.1% | -18.1% | -15.5% |
| 30D | -6.4% | +13.9% | -20.2% | -11.4% |
| 3M | -40.3% | +4.1% | -44.4% | -41.6% |
| 6M | -57.5% | +2.4% | -60.0% | -59.6% |
| YTD | -64.7% | -46.4% | -18.3% | -54.9% |
| 1Y | -72.9% | -54.2% | -18.7% | -62.7% |
| 3Y | -33.5% | -6.9% | -26.6% | -41.2% |
| 5Y | -90.5% | -51.6% | -38.9% | -88.9% |
| All | -62.8% | -25.2% | -37.6% | -13.5% |
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