+18.8%
BAX vs PODD
+761.8%
-743.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.2% | +6.7% | +1.4% |
| 7D | +12.1% | -2.1% | +14.2% | +12.5% |
| 30D | +7.6% | +9.0% | -1.5% | +6.2% |
| 3M | -4.5% | +5.2% | -9.7% | -5.3% |
| 6M | +52.0% | -3.2% | +55.2% | +52.0% |
| YTD | +35.1% | -48.5% | +83.6% | +47.2% |
| 1Y | +43.7% | -54.7% | +98.4% | +59.0% |
| 3Y | -20.9% | -7.8% | -13.1% | -21.3% |
| 5Y | -63.5% | -52.4% | -11.1% | -61.5% |
| 10Y | -36.0% | +315.9% | -351.9% | -49.7% |
| All | +18.8% | +761.8% | -743.0% | -24.3% |
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