-33.5%
UPS vs PODD
-54.3%
+20.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.9% |
| 7D | -3.7% | -6.9% | +3.2% | -2.8% |
| 30D | -3.7% | -3.5% | -0.3% | -3.4% |
| 3M | -6.6% | -13.6% | +7.0% | -5.3% |
| 6M | +2.6% | -42.6% | +45.2% | +9.5% |
| YTD | +4.8% | -51.5% | +56.3% | +14.4% |
| 1Y | +25.3% | -60.9% | +86.2% | +40.6% |
| 3Y | -26.9% | -19.8% | -7.1% | -27.8% |
| 5Y | -33.5% | -54.4% | +20.9% | -30.2% |
| All | -33.5% | -54.3% | +20.8% | -30.2% |
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