-24.7%
PODD vs BG
+18.0%
-42.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.9% |
| 7D | -10.5% | +3.1% | -13.6% | -10.6% |
| 30D | -9.0% | +10.2% | -19.3% | -9.5% |
| 3M | -11.5% | -1.7% | -9.9% | -11.5% |
| 6M | -44.7% | +1.0% | -45.7% | -44.8% |
| YTD | -53.6% | +39.9% | -93.5% | -55.0% |
| 1Y | -61.0% | +53.2% | -114.2% | -62.6% |
| 3Y | -24.7% | +16.3% | -41.0% | -22.8% |
| All | -24.7% | +18.0% | -42.7% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling