+619.0%
CHD vs PSLV
+108.9%
+510.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.3% | +4.0% | -1.1% |
| 7D | -4.7% | -4.9% | +0.2% | -4.6% |
| 30D | -8.3% | -1.9% | -6.4% | -8.3% |
| 3M | -4.0% | +4.2% | -8.2% | -4.3% |
| 6M | -6.5% | -27.6% | +21.1% | -5.6% |
| YTD | +13.1% | -11.7% | +24.8% | +12.5% |
| 1Y | +2.3% | +49.3% | -47.0% | -0.7% |
| 3Y | +1.8% | +167.1% | -165.3% | -4.7% |
| 5Y | +20.6% | +151.7% | -131.1% | +12.8% |
| 10Y | +125.6% | +187.0% | -61.3% | +106.3% |
| All | +619.0% | +108.9% | +510.1% | +531.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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