+21.1%
CHD vs PFGC
+111.7%
-90.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -4.2% | -3.7% | -0.4% | -3.7% |
| 30D | -7.6% | -16.0% | +8.4% | -5.6% |
| 3M | -1.6% | -4.1% | +2.5% | -1.1% |
| 6M | -6.3% | +8.7% | -15.0% | -7.2% |
| YTD | +14.6% | +6.4% | +8.2% | +13.5% |
| 1Y | +1.6% | -8.4% | +10.0% | +2.3% |
| 3Y | +3.1% | +61.8% | -58.6% | -3.2% |
| 5Y | +21.1% | +108.7% | -87.6% | +9.4% |
| All | +21.1% | +111.7% | -90.6% | +9.4% |
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