+455.3%
PL vs CHD
+30.6%
+424.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.8% | +12.2% | +9.5% |
| 7D | -6.8% | +2.0% | -8.8% | -5.8% |
| 30D | -29.3% | +13.0% | -42.3% | -25.1% |
| 3M | -44.8% | +6.1% | -50.9% | -43.0% |
| 6M | -68.4% | +15.9% | -84.2% | -65.8% |
| YTD | -36.4% | +31.6% | -68.0% | -27.8% |
| 1Y | +0.7% | +28.5% | -27.7% | +13.6% |
| 3Y | +455.3% | +30.5% | +424.9% | +514.0% |
| All | +455.3% | +30.6% | +424.8% | +514.0% |
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 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