+51.9%
PYPL vs CHD
+191.9%
-140.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | +3.8% | +11.6% | -7.8% | +0.6% |
| 3M | -1.3% | +10.7% | -12.0% | -4.1% |
| 6M | +29.0% | +20.2% | +8.8% | +22.5% |
| YTD | +0.7% | +34.5% | -33.8% | -7.8% |
| 1Y | -12.3% | +32.6% | -44.8% | -19.4% |
| 3Y | +7.6% | +29.1% | -21.5% | -2.3% |
| 5Y | -71.7% | +31.5% | -103.2% | -75.1% |
| All | +51.9% | +191.9% | -140.0% | +8.5% |
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