-11.8%
PYPL vs CHD
+4.0%
-15.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -3.0% |
| 7D | +1.7% | -2.9% | +4.6% | +2.2% |
| 30D | -9.7% | -6.2% | -3.5% | -8.9% |
| 3M | +29.2% | +1.6% | +27.7% | +29.2% |
| 6M | +13.9% | -3.5% | +17.4% | +14.3% |
| YTD | -8.1% | +16.2% | -24.3% | -9.5% |
| 1Y | -21.4% | +3.4% | -24.8% | -22.0% |
| 3Y | -11.8% | +4.6% | -16.4% | -12.9% |
| All | -11.8% | +4.0% | -15.8% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling