+51.4%
PYPL vs CHD
+179.6%
-128.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +2.7% | -2.7% | +5.4% | +3.5% |
| 30D | -4.9% | -4.6% | -0.3% | -3.5% |
| 3M | +28.9% | +5.0% | +23.9% | +27.0% |
| 6M | +18.2% | -3.2% | +21.5% | +19.1% |
| YTD | -5.0% | +18.6% | -23.7% | -10.3% |
| 1Y | -18.8% | +4.8% | -23.7% | -20.5% |
| 3Y | -12.6% | +6.1% | -18.7% | -16.2% |
| 5Y | -80.8% | +24.0% | -104.7% | -83.1% |
| 10Y | +49.9% | +124.5% | -74.5% | +5.7% |
| All | +51.4% | +179.6% | -128.2% | -15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling