+69.3%
FERG vs PODD
-54.3%
+123.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.9% |
| 7D | +0.9% | -6.9% | +7.8% | +2.0% |
| 30D | -15.1% | -3.5% | -11.6% | -14.7% |
| 3M | -4.8% | -13.6% | +8.8% | -3.3% |
| 6M | -2.5% | -42.6% | +40.2% | +5.3% |
| YTD | +1.8% | -51.5% | +53.3% | +12.9% |
| 1Y | -0.3% | -60.9% | +60.6% | +14.3% |
| 3Y | +52.9% | -19.8% | +72.7% | +51.0% |
| 5Y | +69.3% | -54.4% | +123.7% | +84.7% |
| All | +69.3% | -54.3% | +123.6% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling