+565.5%
XLI vs PODD
+767.5%
-202.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.7% |
| 7D | -1.1% | +1.6% | -2.7% | -1.3% |
| 30D | -5.9% | +10.7% | -16.6% | -7.6% |
| 3M | -0.3% | +0.7% | -1.0% | -1.3% |
| 6M | +0.1% | -39.3% | +39.4% | +7.3% |
| YTD | +13.6% | -48.1% | +61.7% | +24.8% |
| 1Y | +17.2% | -57.4% | +74.6% | +32.8% |
| 3Y | +68.2% | -23.3% | +91.5% | +68.1% |
| 5Y | +80.7% | -51.3% | +132.0% | +89.8% |
| 10Y | +253.3% | +242.0% | +11.2% | +149.2% |
| All | +565.5% | +767.5% | -202.0% | +214.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling