-70.2%
PYPL vs CHD
+31.9%
-102.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | +6.1% | +12.2% | -6.0% | +4.0% |
| 3M | +1.1% | +9.3% | -8.3% | -0.6% |
| 6M | +32.7% | +24.3% | +8.5% | +28.2% |
| YTD | +2.8% | +34.9% | -32.1% | -2.4% |
| 1Y | -10.8% | +32.7% | -43.5% | -15.1% |
| 3Y | +9.8% | +29.4% | -19.6% | +3.3% |
| 5Y | -70.2% | +31.7% | -101.9% | -73.9% |
| All | -70.2% | +31.9% | -102.1% | -73.9% |
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 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