+3,062.9%
CHD vs PFG
+1,015.3%
+2,047.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -2.7% | +5.5% | -8.2% | -3.3% |
| 30D | -4.6% | +2.4% | -7.0% | -4.9% |
| 3M | +5.0% | +13.6% | -8.6% | +3.5% |
| 6M | -3.2% | +27.9% | -31.1% | -5.9% |
| YTD | +18.6% | +35.6% | -16.9% | +14.5% |
| 1Y | +4.8% | +48.5% | -43.6% | 0.0% |
| 3Y | +6.1% | +66.9% | -60.7% | -0.7% |
| 5Y | +24.0% | +111.0% | -87.0% | +11.9% |
| 10Y | +124.5% | +244.5% | -120.0% | +84.4% |
| All | +3,062.9% | +1,015.3% | +2,047.7% | +2,098.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling