+1,030.3%
PAAS vs CHD
+9,626.6%
-8,596.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.6% |
| 7D | +8.8% | +0.8% | +8.1% | +8.7% |
| 30D | -8.5% | +13.5% | -21.9% | -10.0% |
| 3M | -17.0% | +8.1% | -25.2% | -18.0% |
| 6M | -27.9% | +19.9% | -47.8% | -29.8% |
| YTD | -17.5% | +34.0% | -51.5% | -20.9% |
| 1Y | +22.8% | +29.8% | -7.0% | +18.2% |
| 3Y | +224.2% | +28.7% | +195.5% | +209.5% |
| 5Y | +73.6% | +31.8% | +41.9% | +63.9% |
| 10Y | +186.4% | +178.2% | +8.2% | +143.6% |
| All | +1,030.3% | +9,626.6% | -8,596.3% | +802.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling