+8,390.6%
PWR vs CHD
+6,060.3%
+2,330.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +3.6% | -2.7% | +6.3% | +4.4% |
| 30D | -8.6% | -4.6% | -4.0% | -7.4% |
| 3M | -13.2% | +5.0% | -18.2% | -15.1% |
| 6M | +9.9% | -3.2% | +13.1% | +10.0% |
| YTD | +48.0% | +18.6% | +29.4% | +38.5% |
| 1Y | +66.2% | +4.8% | +61.3% | +60.8% |
| 3Y | +195.1% | +6.1% | +189.0% | +177.9% |
| 5Y | +442.6% | +24.0% | +418.6% | +375.7% |
| 10Y | +2,334.2% | +124.5% | +2,209.8% | +1,534.3% |
| All | +8,390.6% | +6,060.3% | +2,330.3% | +2,301.2% |
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