+43.3%
XLP vs PODD
-51.3%
+94.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.9% | +0.3% |
| 7D | -0.5% | -9.1% | +8.6% | +0.3% |
| 30D | +8.3% | +7.3% | +1.0% | +7.7% |
| 3M | +8.7% | +3.7% | +5.0% | +8.3% |
| 6M | +11.2% | -2.7% | +13.9% | +10.9% |
| YTD | +20.0% | -47.2% | +67.2% | +25.5% |
| 1Y | +21.3% | -54.0% | +75.4% | +28.3% |
| 3Y | +43.8% | -3.3% | +47.1% | +39.0% |
| 5Y | +43.3% | -52.3% | +95.6% | +41.3% |
| All | +43.3% | -51.3% | +94.6% | +41.3% |
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