+2,547.4%
PPG vs CHD
+9,738.0%
-7,190.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.6% |
| 7D | -5.1% | -4.7% | -0.4% | -3.9% |
| 30D | -9.6% | -8.3% | -1.2% | -7.4% |
| 3M | -6.4% | -4.0% | -2.4% | -5.4% |
| 6M | +0.5% | -6.5% | +7.0% | +2.3% |
| YTD | +4.4% | +13.1% | -8.7% | +0.9% |
| 1Y | -0.9% | +2.3% | -3.2% | -1.8% |
| 3Y | -17.0% | +1.8% | -18.7% | -18.3% |
| 5Y | -23.7% | +20.6% | -44.2% | -28.7% |
| 10Y | +25.9% | +125.6% | -99.7% | -3.5% |
| All | +2,547.4% | +9,738.0% | -7,190.6% | +811.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling