+21.7%
BAX vs PODD
+770.9%
-749.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +3.6% | -4.4% | +8.0% | +4.3% |
| 30D | +8.5% | +9.4% | -0.9% | +7.1% |
| 3M | -4.9% | +3.6% | -8.5% | -5.5% |
| 6M | +47.0% | -4.0% | +50.9% | +47.2% |
| YTD | +38.4% | -47.9% | +86.4% | +50.5% |
| 1Y | +49.1% | -53.8% | +102.9% | +64.5% |
| 3Y | -14.9% | -4.5% | -10.3% | -15.7% |
| 5Y | -63.1% | -51.9% | -11.2% | -61.1% |
| 10Y | -35.6% | +308.9% | -344.5% | -49.3% |
| All | +21.7% | +770.9% | -749.3% | -22.5% |
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