+52.9%
TER vs PODD
-53.6%
+106.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.2% | +8.7% | +4.1% |
| 7D | -20.5% | -2.1% | -18.3% | -20.1% |
| 30D | -47.0% | +9.0% | -56.0% | -48.4% |
| 3M | -43.3% | +5.2% | -48.5% | -44.7% |
| 6M | -42.9% | -3.2% | -39.8% | -44.9% |
| YTD | +12.9% | -48.5% | +61.3% | +35.3% |
| 1Y | +18.2% | -54.7% | +72.9% | +48.0% |
| 3Y | +151.8% | -7.8% | +159.6% | +135.3% |
| All | +52.9% | -53.6% | +106.5% | +82.8% |
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 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