+903.8%
SPGI vs PODD
+761.8%
+142.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.2% | +5.2% | +0.4% |
| 7D | +0.3% | -2.1% | +2.4% | +0.7% |
| 30D | +18.4% | +9.0% | +9.3% | +16.1% |
| 3M | +15.7% | +5.2% | +10.5% | +14.3% |
| 6M | +17.3% | -3.2% | +20.4% | +16.9% |
| YTD | -4.7% | -48.5% | +43.7% | +8.1% |
| 1Y | +1.8% | -54.7% | +56.5% | +18.5% |
| 3Y | +31.7% | -7.8% | +39.5% | +27.2% |
| 5Y | +12.1% | -52.4% | +64.5% | +20.8% |
| 10Y | +341.9% | +315.9% | +26.1% | +179.3% |
| All | +903.8% | +761.8% | +142.0% | +311.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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