+31.6%
CHD vs PFGC
+138.1%
-106.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.3% |
| 7D | +3.6% | +3.4% | +0.2% | +3.2% |
| 30D | +10.4% | +16.9% | -6.5% | +8.0% |
| 3M | +12.2% | +6.4% | +5.8% | +11.0% |
| 6M | +19.9% | +16.0% | +3.9% | +17.4% |
| YTD | +36.4% | +23.6% | +12.8% | +32.0% |
| 1Y | +35.1% | +16.6% | +18.5% | +31.7% |
| 3Y | +29.2% | +82.3% | -53.1% | +18.7% |
| All | +31.6% | +138.1% | -106.5% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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