+239.7%
PAAS vs CHD
+123.8%
+115.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +4.0% |
| 7D | +2.6% | -4.2% | +6.8% | +3.4% |
| 30D | +2.5% | -7.6% | +10.0% | +3.9% |
| 3M | +15.1% | -1.6% | +16.7% | +15.2% |
| 6M | -12.1% | -6.3% | -5.7% | -11.2% |
| YTD | +3.1% | +14.6% | -11.5% | +0.1% |
| 1Y | +50.8% | +1.6% | +49.2% | +49.7% |
| 3Y | +259.5% | +3.1% | +256.3% | +249.9% |
| 5Y | +126.3% | +21.1% | +105.2% | +105.9% |
| 10Y | +239.7% | +128.6% | +111.1% | +156.5% |
| All | +239.7% | +123.8% | +115.9% | +156.5% |
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