+221.7%
PODD vs CHD
+125.6%
+96.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.1% |
| 7D | -10.6% | -4.7% | -5.8% | -9.6% |
| 30D | -6.9% | -8.3% | +1.4% | -5.2% |
| 3M | -10.6% | -4.0% | -6.6% | -9.9% |
| 6M | -43.5% | -6.5% | -36.9% | -42.8% |
| YTD | -52.6% | +13.1% | -65.7% | -53.8% |
| 1Y | -60.1% | +2.3% | -62.4% | -60.4% |
| 3Y | -21.7% | +1.8% | -23.5% | -23.1% |
| 5Y | -54.6% | +20.6% | -75.1% | -57.3% |
| All | +221.7% | +125.6% | +96.1% | +193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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