+54.4%
PYPL vs CHD
+196.1%
-141.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.3% |
| 7D | +0.1% | +3.6% | -3.6% | -0.9% |
| 30D | +5.7% | +10.4% | -4.7% | +2.7% |
| 3M | -1.9% | +12.2% | -14.1% | -5.1% |
| 6M | +31.8% | +19.9% | +11.9% | +25.2% |
| YTD | +2.4% | +36.4% | -34.0% | -6.6% |
| 1Y | -8.2% | +35.1% | -43.4% | -16.2% |
| 3Y | +10.2% | +29.2% | -19.0% | +0.1% |
| 5Y | -71.2% | +33.4% | -104.6% | -74.8% |
| All | +54.4% | +196.1% | -141.6% | +9.9% |
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