+1,831.6%
PWR vs CHD
+196.1%
+1,635.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | +11.3% | +3.6% | +7.7% | +11.0% |
| 30D | -8.9% | +10.4% | -19.3% | -9.7% |
| 3M | -10.5% | +12.2% | -22.7% | -11.5% |
| 6M | -22.2% | +19.9% | -42.1% | -23.9% |
| YTD | +42.7% | +36.4% | +6.3% | +36.9% |
| 1Y | +41.1% | +35.1% | +6.0% | +35.4% |
| 3Y | +242.7% | +29.2% | +213.6% | +223.4% |
| 5Y | +418.5% | +33.4% | +385.1% | +377.7% |
| All | +1,831.6% | +196.1% | +1,635.5% | +1,313.6% |
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