+1,335.0%
FERG vs PODD
+844.1%
+490.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.7% |
| 7D | +3.4% | -4.1% | +7.5% | +3.7% |
| 30D | -11.5% | +0.8% | -12.3% | -11.6% |
| 3M | +1.3% | -6.1% | +7.4% | +1.4% |
| 6M | -1.0% | -40.0% | +39.0% | +1.9% |
| YTD | +3.2% | -49.9% | +53.2% | +7.3% |
| 1Y | -3.0% | -59.3% | +56.3% | +2.1% |
| 3Y | +55.0% | -17.2% | +72.3% | +55.2% |
| 5Y | +72.6% | -53.0% | +125.6% | +76.2% |
| 10Y | +358.9% | +226.1% | +132.8% | +356.9% |
| All | +1,335.0% | +844.1% | +490.9% | +1,353.9% |
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 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