-66.9%
BAX vs PODD
-53.4%
-13.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.5% | -0.2% | -3.0% |
| 7D | -2.4% | -4.1% | +1.7% | -1.6% |
| 30D | -9.7% | +0.8% | -10.5% | -9.9% |
| 3M | +29.3% | -6.1% | +35.4% | +30.3% |
| 6M | +40.7% | -40.0% | +80.6% | +53.9% |
| YTD | +30.3% | -49.9% | +80.2% | +47.4% |
| 1Y | +3.4% | -59.3% | +62.7% | +20.9% |
| 3Y | -32.0% | -17.2% | -14.8% | -30.7% |
| 5Y | -66.9% | -53.0% | -13.9% | -64.9% |
| All | -66.9% | -53.4% | -13.4% | -64.9% |
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 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