+246.5%
BBY vs PODD
+223.0%
+23.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +3.5% |
| 7D | +0.6% | -10.5% | +11.1% | +2.7% |
| 30D | +9.4% | -9.0% | +18.4% | +11.3% |
| 3M | +19.3% | -11.5% | +30.9% | +21.3% |
| 6M | +47.9% | -44.7% | +92.7% | +63.8% |
| YTD | +39.6% | -53.6% | +93.1% | +59.9% |
| 1Y | +22.2% | -61.0% | +83.1% | +44.4% |
| 3Y | +45.0% | -24.7% | +69.7% | +45.4% |
| 5Y | +2.6% | -55.5% | +58.1% | +11.3% |
| All | +246.5% | +223.0% | +23.6% | +157.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling