+64.4%
PPL vs CHD
+181.4%
-117.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.9% |
| 7D | -1.2% | +0.8% | -2.0% | -1.5% |
| 30D | +4.2% | +13.5% | -9.2% | 0.0% |
| 3M | +1.5% | +8.1% | -6.6% | -1.2% |
| 6M | +1.0% | +19.9% | -18.8% | -5.0% |
| YTD | +4.4% | +34.0% | -29.6% | -5.8% |
| 1Y | +0.8% | +29.8% | -29.1% | -8.2% |
| 3Y | +56.5% | +28.7% | +27.8% | +41.8% |
| 5Y | +47.7% | +31.8% | +15.9% | +30.3% |
| 10Y | +64.4% | +178.2% | -113.8% | +13.0% |
| All | +64.4% | +181.4% | -117.0% | +13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling