+215.2%
PODD vs BTG
+159.3%
+56.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -10.5% | -3.8% | -6.8% | -10.2% |
| 30D | -9.0% | +3.6% | -12.7% | -9.5% |
| 3M | -11.5% | +32.0% | -43.6% | -14.7% |
| 6M | -44.7% | +3.4% | -48.1% | -45.5% |
| YTD | -53.6% | +20.8% | -74.4% | -55.2% |
| 1Y | -61.0% | +22.4% | -83.4% | -62.6% |
| 3Y | -24.7% | +91.7% | -116.4% | -32.9% |
| 5Y | -55.5% | +79.0% | -134.5% | -60.4% |
| All | +215.2% | +159.3% | +56.0% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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