+18.0%
BAC vs PODD
-52.5%
+70.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.2% | +5.5% | +0.2% |
| 7D | -1.2% | -2.1% | +0.9% | -0.9% |
| 30D | -7.7% | +9.0% | -16.7% | -8.8% |
| 3M | -21.2% | +5.2% | -26.3% | -21.9% |
| 6M | -6.8% | -3.2% | -3.7% | -7.3% |
| YTD | -8.7% | -48.5% | +39.8% | +0.1% |
| 1Y | -5.3% | -54.7% | +49.4% | +6.0% |
| 3Y | +87.4% | -7.8% | +95.3% | +83.9% |
| All | +18.0% | -52.5% | +70.5% | +27.2% |
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