-28.0%
FICO vs PODD
-5.6%
-22.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.5% |
| 7D | +4.0% | -9.1% | +13.1% | +5.8% |
| 30D | -1.5% | +7.3% | -8.8% | -3.1% |
| 3M | -29.8% | +3.7% | -33.5% | -30.5% |
| 6M | -33.3% | -2.7% | -30.6% | -33.8% |
| YTD | -56.9% | -47.2% | -9.7% | -51.6% |
| 1Y | -59.5% | -54.0% | -5.4% | -53.2% |
| All | -28.0% | -5.6% | -22.4% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling