+39.5%
PL vs CHD
+31.9%
+7.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.6% |
| 7D | +5.6% | +2.4% | +3.2% | +6.3% |
| 30D | -16.9% | +13.9% | -30.9% | -14.2% |
| 3M | -38.2% | +8.5% | -46.7% | -36.8% |
| 6M | -63.4% | +20.4% | -83.8% | -61.6% |
| YTD | -27.6% | +34.5% | -62.2% | -22.7% |
| 1Y | +6.6% | +33.8% | -27.2% | +13.8% |
| 3Y | +557.6% | +29.1% | +528.5% | +582.5% |
| 5Y | +39.5% | +31.2% | +8.3% | +33.5% |
| All | +39.5% | +31.9% | +7.6% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling