+30.9%
XLB vs PODD
-52.5%
+83.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.3% | +1.6% |
| 7D | -1.4% | -2.5% | +1.1% | -1.0% |
| 30D | +7.1% | +10.7% | -3.6% | +5.5% |
| 3M | +0.6% | +6.1% | -5.5% | -0.4% |
| 6M | +3.5% | -2.8% | +6.3% | +2.9% |
| YTD | +18.2% | -47.3% | +65.5% | +29.0% |
| 1Y | +25.6% | -53.2% | +78.8% | +39.4% |
| 3Y | +46.7% | -2.0% | +48.7% | +40.2% |
| 5Y | +30.9% | -52.9% | +83.8% | +38.8% |
| All | +30.9% | -52.5% | +83.4% | +38.8% |
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