-67.5%
XYZ vs PODD
-51.7%
-15.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | +0.3% |
| 7D | -1.0% | +1.6% | -2.6% | -1.8% |
| 30D | -1.7% | +10.7% | -12.4% | -7.0% |
| 3M | +16.7% | +0.7% | +16.0% | +12.5% |
| 6M | +26.9% | -39.3% | +66.1% | +58.4% |
| YTD | +27.1% | -48.1% | +75.3% | +73.2% |
| 1Y | +9.3% | -57.4% | +66.7% | +65.0% |
| 3Y | +42.3% | -23.3% | +65.5% | +37.7% |
| All | -67.5% | -51.7% | -15.8% | -57.4% |
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