+2.5%
CHD vs PFG
+67.4%
-65.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | -4.2% | +3.2% | -7.4% | -4.5% |
| 30D | -7.6% | +0.9% | -8.5% | -7.7% |
| 3M | -1.6% | +7.7% | -9.3% | -2.4% |
| 6M | -6.3% | +29.0% | -35.3% | -8.6% |
| YTD | +14.6% | +32.5% | -17.9% | +11.5% |
| 1Y | +1.6% | +47.3% | -45.7% | -2.1% |
| All | +2.5% | +67.4% | -65.0% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling