+2,624.2%
FICO vs PODD
+767.5%
+1,856.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.1% | -14.6% | -16.1% |
| 7D | -19.2% | +1.6% | -20.8% | -19.4% |
| 30D | -14.6% | +10.7% | -25.3% | -16.8% |
| 3M | -20.1% | +0.7% | -20.8% | -21.1% |
| 6M | -36.3% | -39.3% | +3.0% | -28.7% |
| YTD | -44.9% | -48.1% | +3.3% | -35.8% |
| 1Y | -38.6% | -57.4% | +18.8% | -24.9% |
| 3Y | +4.0% | -23.3% | +27.2% | +4.6% |
| 5Y | +99.5% | -51.3% | +150.8% | +118.7% |
| 10Y | +604.7% | +242.0% | +362.7% | +355.0% |
| All | +2,624.2% | +767.5% | +1,856.7% | +912.4% |
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 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