+141.2%
FITB vs PODD
+767.5%
-626.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.4% |
| 7D | +0.6% | +1.6% | -1.0% | +0.1% |
| 30D | -4.7% | +10.7% | -15.4% | -7.9% |
| 3M | +6.7% | +0.7% | +5.9% | +4.7% |
| 6M | +12.6% | -39.3% | +51.8% | +27.8% |
| YTD | +19.1% | -48.1% | +67.2% | +41.7% |
| 1Y | +22.6% | -57.4% | +80.1% | +54.1% |
| 3Y | +127.1% | -23.3% | +150.4% | +125.9% |
| 5Y | +71.8% | -51.3% | +123.1% | +86.2% |
| 10Y | +287.2% | +242.0% | +45.2% | +83.4% |
| All | +141.2% | +767.5% | -626.3% | -48.4% |
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