+248.8%
XLF vs PODD
+223.0%
+25.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.0% |
| 7D | -1.5% | -10.5% | +9.1% | +0.1% |
| 30D | -1.2% | -9.0% | +7.9% | +0.1% |
| 3M | +9.2% | -11.5% | +20.7% | +10.4% |
| 6M | +16.3% | -44.7% | +61.1% | +25.4% |
| YTD | +5.4% | -53.6% | +59.0% | +16.5% |
| 1Y | +7.6% | -61.0% | +68.6% | +21.8% |
| 3Y | +74.2% | -24.7% | +98.9% | +74.8% |
| 5Y | +66.1% | -55.5% | +121.6% | +76.3% |
| All | +248.8% | +223.0% | +25.9% | +192.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling