+418.6%
XLP vs PODD
+767.5%
-348.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.8% |
| 3M | +3.8% | +0.7% | +3.1% | +3.4% |
| 6M | -1.7% | -39.3% | +37.5% | +2.0% |
| YTD | +10.3% | -48.1% | +58.4% | +16.0% |
| 1Y | +7.8% | -57.4% | +65.2% | +15.2% |
| 3Y | +27.2% | -23.3% | +50.5% | +27.0% |
| 5Y | +32.5% | -51.3% | +83.8% | +35.7% |
| 10Y | +101.8% | +242.0% | -140.2% | +67.6% |
| All | +418.6% | +767.5% | -348.9% | +249.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling