+34.1%
XLP vs PODD
-51.3%
+85.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | -1.0% | +1.6% | -2.6% | -1.2% |
| 30D | -0.9% | +10.7% | -11.5% | -1.7% |
| 3M | +3.8% | +0.7% | +3.1% | +3.4% |
| 6M | -1.7% | -39.3% | +37.5% | +1.7% |
| YTD | +10.3% | -48.1% | +58.4% | +15.6% |
| 1Y | +7.8% | -57.4% | +65.2% | +14.8% |
| 3Y | +27.2% | -23.3% | +50.5% | +26.0% |
| All | +34.1% | -51.3% | +85.4% | +34.7% |
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 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