+138.9%
FITB vs PODD
+778.2%
-639.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +0.8% | -4.4% | +5.2% | +2.2% |
| 30D | +7.3% | +8.1% | -0.8% | +4.6% |
| 3M | -6.3% | +2.9% | -9.2% | -7.6% |
| 6M | +12.6% | -5.7% | +18.3% | +12.2% |
| YTD | +18.0% | -47.5% | +65.5% | +39.3% |
| 1Y | +28.9% | -55.7% | +84.6% | +59.9% |
| 3Y | +139.4% | -3.7% | +143.2% | +122.9% |
| 5Y | +47.2% | -52.6% | +99.8% | +61.0% |
| 10Y | +213.0% | +320.3% | -107.3% | +38.9% |
| All | +138.9% | +778.2% | -639.3% | -49.3% |
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