-81.1%
PYPL vs CHD
+21.8%
-102.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.9% |
| 7D | +1.7% | -2.9% | +4.6% | +2.2% |
| 30D | -9.7% | -6.2% | -3.5% | -8.8% |
| 3M | +29.2% | +1.6% | +27.7% | +29.1% |
| 6M | +13.9% | -3.5% | +17.4% | +14.4% |
| YTD | -8.1% | +16.2% | -24.3% | -10.1% |
| 1Y | -21.4% | +3.4% | -24.8% | -22.0% |
| 3Y | -11.8% | +4.6% | -16.4% | -13.5% |
| 5Y | -81.1% | +21.1% | -102.3% | -81.6% |
| All | -81.1% | +21.8% | -102.9% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling