-54.4%
PODD vs CHD
+19.3%
-73.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.8% |
| 7D | -6.9% | -4.2% | -2.7% | -6.0% |
| 30D | -3.5% | -7.6% | +4.1% | -1.8% |
| 3M | -13.6% | -1.6% | -12.0% | -13.3% |
| 6M | -42.6% | -6.3% | -36.3% | -41.9% |
| YTD | -51.5% | +14.6% | -66.1% | -52.8% |
| 1Y | -60.9% | +1.6% | -62.5% | -61.1% |
| 3Y | -19.8% | +3.1% | -22.9% | -21.9% |
| 5Y | -54.4% | +21.1% | -75.4% | -58.1% |
| All | -54.4% | +19.3% | -73.7% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling