+21.0%
PL vs CHD
+33.5%
-12.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | +0.3% |
| 7D | +10.0% | +3.6% | +6.4% | +12.4% |
| 30D | -2.3% | +10.4% | -12.7% | +4.4% |
| 3M | -44.2% | +12.2% | -56.4% | -39.8% |
| 6M | -66.1% | +19.9% | -86.0% | -61.4% |
| YTD | -30.0% | +36.4% | -66.4% | -12.6% |
| 1Y | +21.0% | +35.1% | -14.1% | +50.0% |
| All | +21.0% | +33.5% | -12.5% | +50.0% |
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