+192.4%
CHD vs PFG
+184.0%
+8.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | +3.6% | +2.4% | +1.3% | +3.4% |
| 30D | +10.4% | +5.9% | +4.5% | +9.8% |
| 3M | +12.2% | -0.4% | +12.6% | +12.2% |
| 6M | +19.9% | +14.8% | +5.1% | +18.3% |
| YTD | +36.4% | +31.9% | +4.5% | +32.9% |
| 1Y | +35.1% | +38.8% | -3.7% | +31.0% |
| 3Y | +29.2% | +82.4% | -53.2% | +21.7% |
| 5Y | +33.4% | +94.7% | -61.3% | +24.2% |
| All | +192.4% | +184.0% | +8.5% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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