+58.7%
PWR vs CHD
+0.8%
+57.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.9% |
| 7D | -0.2% | -4.7% | +4.5% | -2.4% |
| 30D | -7.7% | -8.3% | +0.6% | -11.0% |
| 3M | -4.9% | -4.0% | -0.9% | -5.9% |
| 6M | +9.7% | -6.5% | +16.3% | +7.8% |
| YTD | +46.7% | +13.1% | +33.6% | +56.6% |
| 1Y | +58.7% | +2.3% | +56.4% | +65.3% |
| All | +58.7% | +0.8% | +57.9% | +65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling