+499.7%
FICO vs PODD
+308.0%
+191.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.2% | +5.8% | +1.5% |
| 7D | -0.9% | -2.1% | +1.2% | -0.6% |
| 30D | +3.3% | +9.0% | -5.7% | +0.3% |
| 3M | -31.7% | +5.2% | -36.9% | -32.9% |
| 6M | -34.0% | -3.2% | -30.8% | -34.5% |
| YTD | -58.3% | -48.5% | -9.9% | -49.9% |
| 1Y | -57.9% | -54.7% | -3.2% | -47.4% |
| 3Y | -24.1% | -7.8% | -16.3% | -28.8% |
| 5Y | +85.3% | -52.4% | +137.7% | +106.8% |
| All | +499.7% | +308.0% | +191.7% | +254.4% |
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