+2,090.1%
PPL vs CHD
+10,220.8%
-8,130.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.2% |
| YTD | +1.8% | +18.6% | -16.8% | -2.2% |
| 1Y | -0.8% | +4.8% | -5.6% | -2.3% |
| 3Y | +56.9% | +6.1% | +50.7% | +53.3% |
| 5Y | +39.5% | +24.0% | +15.6% | +31.1% |
| 10Y | +55.4% | +124.5% | -69.1% | +28.1% |
| All | +2,090.1% | +10,220.8% | -8,130.8% | +958.3% |
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