-90.0%
QS vs PODD
-52.9%
-37.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.5% | -7.3% | -7.6% |
| 7D | -5.6% | -4.4% | -1.2% | -3.9% |
| 30D | -5.8% | +8.1% | -13.9% | -9.0% |
| 3M | -39.2% | +2.9% | -42.1% | -40.3% |
| 6M | -53.9% | -5.7% | -48.2% | -54.6% |
| YTD | -62.8% | -47.5% | -15.3% | -51.0% |
| 1Y | -73.5% | -55.7% | -17.8% | -61.9% |
| 3Y | -29.1% | -3.7% | -25.3% | -41.1% |
| 5Y | -90.0% | -52.6% | -37.4% | -85.7% |
| All | -90.0% | -52.9% | -37.2% | -85.7% |
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