+36.5%
XLB vs PODD
-53.4%
+90.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.6% | -0.5% |
| 7D | -0.2% | -4.1% | +3.9% | +0.3% |
| 30D | -1.7% | +0.8% | -2.5% | -1.9% |
| 3M | +4.4% | -6.1% | +10.4% | +4.5% |
| 6M | +5.0% | -40.0% | +45.0% | +12.3% |
| YTD | +15.5% | -49.9% | +65.4% | +27.0% |
| 1Y | +14.9% | -59.3% | +74.2% | +30.4% |
| 3Y | +34.5% | -17.2% | +51.8% | +32.1% |
| 5Y | +36.5% | -53.0% | +89.5% | +45.2% |
| All | +36.5% | -53.4% | +90.0% | +45.2% |
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