-63.1%
W vs PODD
-51.3%
-11.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.5% |
| 7D | -4.2% | +1.6% | -5.8% | -5.0% |
| 30D | -7.6% | +10.7% | -18.2% | -12.4% |
| 3M | +37.2% | +0.7% | +36.4% | +33.9% |
| 6M | +26.3% | -39.3% | +65.6% | +56.3% |
| YTD | -1.0% | -48.1% | +47.1% | +33.1% |
| 1Y | +20.1% | -57.4% | +77.5% | +77.3% |
| 3Y | +37.8% | -23.3% | +61.1% | +38.3% |
| All | -63.1% | -51.3% | -11.8% | -51.6% |
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