+22.7%
XLP vs PODD
-54.5%
+77.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.3% |
| 7D | +2.5% | +4.1% | -1.6% | +2.2% |
| 30D | +7.3% | +13.9% | -6.5% | +6.6% |
| 3M | +8.1% | +4.1% | +4.0% | +7.7% |
| 6M | +10.5% | +2.4% | +8.0% | +10.2% |
| YTD | +21.2% | -46.4% | +67.5% | +17.7% |
| 1Y | +22.7% | -54.2% | +76.9% | +18.7% |
| All | +22.7% | -54.5% | +77.2% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling