+59.9%
PPL vs CHD
+6.5%
+53.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.7% | -2.7% | +5.3% | +3.3% |
| 30D | +0.5% | -4.6% | +5.1% | +1.5% |
| 3M | +0.7% | +5.0% | -4.4% | -0.5% |
| 6M | -7.6% | -3.2% | -4.4% | -7.1% |
| YTD | +1.8% | +18.6% | -16.8% | -2.8% |
| 1Y | -0.8% | +4.8% | -5.6% | -1.9% |
| All | +59.9% | +6.5% | +53.4% | +61.0% |
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