+236.1%
PODD vs BAH
+186.6%
+49.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -6.9% | -1.3% | -5.6% | -6.5% |
| 30D | -3.5% | -6.6% | +3.2% | -1.5% |
| 3M | -13.6% | -7.2% | -6.4% | -12.0% |
| 6M | -42.6% | -10.0% | -32.6% | -41.3% |
| YTD | -51.5% | -12.5% | -39.0% | -50.5% |
| 1Y | -60.9% | -27.9% | -33.0% | -58.0% |
| 3Y | -19.8% | -31.4% | +11.6% | -17.3% |
| 5Y | -54.4% | -3.2% | -51.1% | -59.5% |
| 10Y | +236.1% | +191.5% | +44.6% | +136.7% |
| All | +236.1% | +186.6% | +49.4% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling