+791.5%
PODD vs BG
+168.4%
+623.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.4% | -7.9% | -4.8% |
| 7D | -4.1% | +2.4% | -6.5% | -4.8% |
| 30D | +0.8% | +15.0% | -14.2% | -3.5% |
| 3M | -6.1% | -0.7% | -5.4% | -6.5% |
| 6M | -40.0% | +7.5% | -47.5% | -41.9% |
| YTD | -49.9% | +41.6% | -91.5% | -55.6% |
| 1Y | -59.3% | +50.7% | -110.0% | -64.8% |
| 3Y | -17.2% | +20.3% | -37.5% | -24.9% |
| 5Y | -53.0% | +85.2% | -138.2% | -63.9% |
| 10Y | +226.1% | +160.6% | +65.5% | +102.0% |
| All | +791.5% | +168.4% | +623.1% | +338.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling