+171.5%
CHD vs PFGC
+419.1%
-247.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -2.7% | -2.2% | -0.5% | -2.6% |
| 30D | -4.6% | -11.9% | +7.3% | -4.1% |
| 3M | +5.0% | +5.0% | 0.0% | +4.8% |
| 6M | -3.2% | +8.6% | -11.8% | -3.5% |
| YTD | +18.6% | +9.7% | +9.0% | +18.1% |
| 1Y | +4.8% | -6.3% | +11.1% | +5.0% |
| 3Y | +6.1% | +58.2% | -52.1% | +4.3% |
| 5Y | +24.0% | +110.4% | -86.5% | +20.6% |
| 10Y | +124.5% | +272.8% | -148.3% | +122.1% |
| All | +171.5% | +419.1% | -247.6% | +156.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling