-75.0%
QS vs PODD
-55.4%
-19.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +4.0% | +2.9% |
| 7D | -3.6% | -10.5% | +6.9% | +1.3% |
| 30D | -17.2% | -9.0% | -8.2% | -13.9% |
| 3M | -27.0% | -11.5% | -15.4% | -25.1% |
| 6M | -24.6% | -44.7% | +20.2% | -3.4% |
| YTD | -49.3% | -53.6% | +4.2% | -28.7% |
| 1Y | -40.3% | -61.0% | +20.6% | -9.0% |
| 3Y | -23.8% | -24.7% | +0.9% | -28.5% |
| All | -75.0% | -55.4% | -19.6% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling