-54.6%
PODD vs BG
+88.4%
-142.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.5% |
| 7D | -10.6% | +3.7% | -14.3% | -11.0% |
| 30D | -6.9% | +12.3% | -19.3% | -8.4% |
| 3M | -10.6% | -2.2% | -8.4% | -10.5% |
| 6M | -43.5% | +5.3% | -48.8% | -44.1% |
| YTD | -52.6% | +42.4% | -95.0% | -55.5% |
| 1Y | -60.1% | +55.2% | -115.3% | -63.2% |
| 3Y | -21.7% | +21.0% | -42.6% | -24.9% |
| 5Y | -54.6% | +87.1% | -141.7% | -61.4% |
| All | -54.6% | +88.4% | -142.9% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling