+2,029.8%
FICO vs PODD
+782.5%
+1,247.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.6% |
| 7D | +4.0% | -9.1% | +13.1% | +6.5% |
| 30D | -1.5% | +7.3% | -8.8% | -3.6% |
| 3M | -29.8% | +3.7% | -33.5% | -30.5% |
| 6M | -33.3% | -2.7% | -30.6% | -33.7% |
| YTD | -56.9% | -47.2% | -9.7% | -50.1% |
| 1Y | -59.5% | -54.0% | -5.4% | -51.5% |
| 3Y | -26.9% | -3.3% | -23.6% | -30.6% |
| 5Y | +92.9% | -52.3% | +145.2% | +112.5% |
| 10Y | +539.5% | +322.4% | +217.1% | +294.4% |
| All | +2,029.8% | +782.5% | +1,247.3% | +686.2% |
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