+199.3%
PAAS vs CHD
+31.2%
+168.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.5% |
| 7D | -8.9% | +3.6% | -12.6% | -8.7% |
| 30D | -11.4% | +10.4% | -21.8% | -10.7% |
| 3M | -20.4% | +12.2% | -32.6% | -19.7% |
| 6M | -40.7% | +19.9% | -60.6% | -39.8% |
| YTD | -26.9% | +36.4% | -63.4% | -24.2% |
| 1Y | -3.1% | +35.1% | -38.2% | +0.3% |
| 3Y | +199.3% | +29.2% | +170.1% | +191.1% |
| All | +199.3% | +31.2% | +168.0% | +191.1% |
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 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