+424.2%
FERG vs PODD
+324.4%
+99.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.4% |
| 7D | +9.7% | +4.1% | +5.7% | +9.3% |
| 30D | +15.0% | +13.9% | +1.2% | +13.5% |
| 3M | +3.8% | +4.1% | -0.4% | +3.2% |
| 6M | +10.6% | +2.4% | +8.2% | +9.8% |
| YTD | +17.0% | -46.4% | +63.3% | +23.6% |
| 1Y | +7.1% | -54.2% | +61.3% | +14.9% |
| 3Y | +67.7% | -6.9% | +74.6% | +65.7% |
| 5Y | +76.4% | -51.6% | +128.0% | +81.2% |
| All | +424.2% | +324.4% | +99.9% | +401.1% |
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 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