+41.9%
XLP vs PODD
-10.3%
+52.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.2% | +4.9% | -0.9% |
| 7D | +0.7% | -2.1% | +2.9% | +0.9% |
| 30D | +10.3% | +9.0% | +1.2% | +9.8% |
| 3M | +6.5% | +5.2% | +1.4% | +6.2% |
| 6M | +8.4% | -3.2% | +11.5% | +8.3% |
| YTD | +18.2% | -48.5% | +66.7% | +21.0% |
| 1Y | +22.4% | -54.7% | +77.1% | +26.0% |
| 3Y | +41.9% | -7.8% | +49.7% | +36.9% |
| All | +41.9% | -10.3% | +52.2% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling