+21.1%
CHD vs PFG
+109.8%
-88.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.5% |
| YTD | +14.6% | +32.5% | -17.9% | +11.5% |
| 1Y | +1.6% | +47.3% | -45.7% | -2.1% |
| 3Y | +3.1% | +68.2% | -65.1% | -2.0% |
| 5Y | +21.1% | +108.5% | -87.4% | +13.9% |
| All | +21.1% | +109.8% | -88.7% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling