+71.1%
FITB vs PODD
-53.4%
+124.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.9% | 0.0% |
| 7D | +2.8% | -4.1% | +6.9% | +3.6% |
| 30D | -4.5% | +0.8% | -5.3% | -4.8% |
| 3M | +5.7% | -6.1% | +11.7% | +5.9% |
| 6M | +17.1% | -40.0% | +57.1% | +27.1% |
| YTD | +18.3% | -49.9% | +68.3% | +33.0% |
| 1Y | +23.9% | -59.3% | +83.2% | +44.4% |
| 3Y | +131.1% | -17.2% | +148.3% | +127.4% |
| 5Y | +71.1% | -53.0% | +124.1% | +84.1% |
| All | +71.1% | -53.4% | +124.5% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling