+250.9%
PBF vs CHD
+196.1%
+54.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | +0.6% |
| 7D | +6.5% | +3.6% | +2.8% | +6.9% |
| 30D | -20.0% | +10.4% | -30.4% | -18.9% |
| 3M | -3.3% | +12.2% | -15.5% | -1.8% |
| 6M | +76.8% | +19.9% | +56.9% | +81.3% |
| YTD | +168.9% | +36.4% | +132.5% | +178.3% |
| 1Y | +96.4% | +35.1% | +61.2% | +103.1% |
| 3Y | +77.2% | +29.2% | +48.0% | +83.5% |
| 5Y | +417.7% | +33.4% | +384.3% | +430.6% |
| All | +250.9% | +196.1% | +54.9% | +221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling