-21.3%
PODD vs CHD
+1.8%
-23.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.9% |
| 7D | -6.9% | -4.2% | -2.7% | -6.5% |
| 30D | -3.5% | -7.6% | +4.1% | -2.7% |
| 3M | -13.6% | -1.6% | -12.0% | -13.5% |
| 6M | -42.6% | -6.3% | -36.3% | -42.4% |
| YTD | -51.5% | +14.6% | -66.1% | -51.6% |
| 1Y | -60.9% | +1.6% | -62.5% | -60.9% |
| All | -21.3% | +1.8% | -23.1% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling