+2,151.7%
PPL vs CHD
+11,349.8%
-9,198.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.2% |
| 7D | +0.4% | +2.0% | -1.5% | 0.0% |
| 30D | +5.4% | +13.0% | -7.6% | +2.7% |
| 3M | +4.3% | +6.1% | -1.8% | +2.9% |
| 6M | -1.3% | +15.9% | -17.2% | -4.6% |
| YTD | +4.7% | +31.6% | -26.9% | -1.8% |
| 1Y | +1.3% | +28.5% | -27.2% | -4.5% |
| 3Y | +57.2% | +30.5% | +26.8% | +47.1% |
| 5Y | +48.2% | +30.7% | +17.5% | +37.7% |
| 10Y | +62.7% | +184.2% | -121.5% | +28.0% |
| All | +2,151.7% | +11,349.8% | -9,198.1% | +963.4% |
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