-33.5%
UPS vs PODD
-53.5%
+20.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.2% |
| 7D | +1.7% | -4.4% | +6.1% | +2.3% |
| 30D | +17.4% | +9.4% | +8.0% | +16.1% |
| 3M | +7.7% | +3.6% | +4.1% | +7.2% |
| 6M | +13.8% | -4.0% | +17.8% | +13.6% |
| YTD | +17.3% | -47.9% | +65.2% | +26.8% |
| 1Y | +27.2% | -53.8% | +81.0% | +39.7% |
| 3Y | -5.6% | -4.5% | -1.1% | -8.9% |
| 5Y | -33.5% | -51.9% | +18.3% | -31.2% |
| All | -33.5% | -53.5% | +20.0% | -31.2% |
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