+1,526.4%
FERG vs PODD
+911.8%
+614.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.5% |
| 7D | +9.7% | +4.1% | +5.7% | +9.5% |
| 30D | +15.0% | +13.9% | +1.2% | +14.1% |
| 3M | +3.8% | +4.1% | -0.4% | +3.4% |
| 6M | +10.6% | +2.4% | +8.2% | +10.1% |
| YTD | +17.0% | -46.4% | +63.3% | +21.1% |
| 1Y | +7.1% | -54.2% | +61.3% | +11.9% |
| 3Y | +67.7% | -6.9% | +74.6% | +66.9% |
| 5Y | +76.4% | -51.6% | +128.0% | +79.4% |
| 10Y | +424.2% | +329.3% | +95.0% | +419.3% |
| All | +1,526.4% | +911.8% | +614.5% | +1,540.0% |
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