+1,072.1%
PODD vs BAH
+1,077.1%
-5.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | -9.1% | -1.6% | -7.5% | -8.6% |
| 30D | +7.3% | +18.0% | -10.7% | +2.2% |
| 3M | +3.7% | +11.4% | -7.7% | +0.2% |
| 6M | -2.7% | +17.7% | -20.4% | -7.7% |
| YTD | -47.2% | +5.4% | -52.6% | -49.0% |
| 1Y | -54.0% | +2.8% | -56.8% | -55.4% |
| 3Y | -3.3% | -26.7% | +23.4% | -0.4% |
| 5Y | -52.3% | +8.1% | -60.4% | -57.7% |
| 10Y | +322.4% | +202.5% | +119.9% | +161.9% |
| All | +1,072.1% | +1,077.1% | -5.0% | +336.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling