+557.6%
PL vs CHD
+29.0%
+528.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.5% |
| 7D | +5.6% | +2.4% | +3.2% | +6.8% |
| 30D | -16.9% | +13.9% | -30.9% | -11.7% |
| 3M | -38.2% | +8.5% | -46.7% | -35.6% |
| 6M | -63.4% | +20.4% | -83.8% | -59.9% |
| YTD | -27.6% | +34.5% | -62.2% | -17.1% |
| 1Y | +6.6% | +33.8% | -27.2% | +22.0% |
| 3Y | +557.6% | +29.1% | +528.5% | +610.5% |
| All | +557.6% | +29.0% | +528.6% | +610.5% |
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 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