-0.4%
PL vs CHD
+30.9%
-31.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.6% | -9.0% | -4.6% |
| 7D | -11.7% | +6.9% | -18.7% | -7.5% |
| 30D | -27.1% | +17.1% | -44.2% | -19.4% |
| 3M | -44.6% | +9.1% | -53.7% | -41.2% |
| 6M | -67.2% | +21.4% | -88.5% | -62.3% |
| YTD | -35.9% | +34.9% | -70.7% | -21.0% |
| 1Y | -0.4% | +31.0% | -31.4% | +19.3% |
| All | -0.4% | +30.9% | -31.3% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling