-63.7%
XYZ vs PODD
-51.4%
-12.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +1.8% |
| 7D | -1.1% | +4.1% | -5.1% | -3.0% |
| 30D | +11.5% | +13.9% | -2.3% | +4.7% |
| 3M | +1.8% | +4.1% | -2.3% | -0.5% |
| 6M | +21.2% | +2.4% | +18.8% | +15.4% |
| YTD | +29.9% | -46.4% | +76.3% | +74.0% |
| 1Y | +35.8% | -54.2% | +89.9% | +97.5% |
| 3Y | +62.6% | -6.9% | +69.5% | +39.9% |
| All | -63.7% | -51.4% | -12.3% | -49.6% |
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