+19.0%
BAX vs PODD
+767.5%
-748.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.3% |
| 7D | -1.1% | +1.6% | -2.8% | -1.4% |
| 30D | -5.5% | +10.7% | -16.1% | -6.9% |
| 3M | +33.5% | +0.7% | +32.8% | +33.0% |
| 6M | +35.9% | -39.3% | +75.1% | +44.7% |
| YTD | +35.4% | -48.1% | +83.5% | +47.4% |
| 1Y | +9.8% | -57.4% | +67.2% | +22.5% |
| 3Y | -32.7% | -23.3% | -9.5% | -31.6% |
| 5Y | -65.6% | -51.3% | -14.3% | -63.7% |
| 10Y | -34.9% | +242.0% | -276.9% | -47.8% |
| All | +19.0% | +767.5% | -748.6% | -24.1% |
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