+1,269.9%
PAAS vs CHD
+8,511.6%
-7,241.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -2.9% | -2.7% | -0.2% | -2.5% |
| 30D | +6.8% | -4.6% | +11.4% | +7.4% |
| 3M | -2.9% | +5.0% | -7.9% | -3.7% |
| 6M | -16.4% | -3.2% | -13.2% | -16.2% |
| YTD | 0.0% | +18.6% | -18.6% | -2.5% |
| 1Y | +54.3% | +4.8% | +49.5% | +52.8% |
| 3Y | +230.7% | +6.1% | +224.5% | +224.2% |
| 5Y | +111.6% | +24.0% | +87.7% | +101.4% |
| 10Y | +211.7% | +124.5% | +87.3% | +172.7% |
| All | +1,269.9% | +8,511.6% | -7,241.7% | +1,012.6% |
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