+31.0%
PL vs CHD
+33.2%
-2.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -0.3% |
| 7D | +10.0% | +3.6% | +6.4% | +10.9% |
| 30D | -2.3% | +10.4% | -12.7% | +0.3% |
| 3M | -44.2% | +12.2% | -56.4% | -42.5% |
| 6M | -66.1% | +19.9% | -86.0% | -64.4% |
| YTD | -30.0% | +36.4% | -66.4% | -24.9% |
| 1Y | +21.0% | +35.1% | -14.1% | +29.6% |
| 3Y | +516.5% | +29.2% | +487.3% | +542.4% |
| All | +31.0% | +33.2% | -2.2% | +26.5% |
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