+42.0%
XLP vs PODD
-52.5%
+94.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.2% | +4.9% | -0.8% |
| 7D | +0.7% | -2.1% | +2.9% | +0.9% |
| 30D | +10.3% | +9.0% | +1.2% | +9.4% |
| 3M | +6.5% | +5.2% | +1.4% | +6.0% |
| 6M | +8.4% | -3.2% | +11.5% | +8.2% |
| YTD | +18.2% | -48.5% | +66.7% | +23.9% |
| 1Y | +22.4% | -54.7% | +77.1% | +29.6% |
| 3Y | +41.9% | -7.8% | +49.7% | +37.8% |
| All | +42.0% | -52.5% | +94.5% | +40.8% |
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