+148.2%
HYG vs PODD
+692.2%
-544.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | -0.3% |
| 7D | -0.7% | -10.6% | +9.8% | 0.0% |
| 30D | -0.6% | -6.9% | +6.3% | -0.1% |
| 3M | +0.4% | -10.6% | +11.1% | +0.9% |
| 6M | +1.2% | -43.5% | +44.7% | +4.8% |
| YTD | +1.5% | -52.6% | +54.1% | +6.3% |
| 1Y | +3.2% | -60.1% | +63.3% | +9.3% |
| 3Y | +25.9% | -21.7% | +47.6% | +25.6% |
| 5Y | +18.6% | -54.6% | +73.2% | +21.4% |
| 10Y | +55.8% | +228.2% | -172.4% | +35.1% |
| All | +148.2% | +692.2% | -544.0% | +76.8% |
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