+341.8%
PBF vs CHD
+126.1%
+215.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +5.3% | -4.5% | +9.8% | +4.7% |
| 30D | +11.7% | -6.7% | +18.4% | +10.8% |
| 3M | +91.1% | -2.7% | +93.8% | +90.7% |
| 6M | +88.4% | -4.9% | +93.4% | +88.2% |
| YTD | +194.1% | +13.3% | +180.7% | +196.8% |
| 1Y | +180.4% | +1.0% | +179.4% | +181.5% |
| 3Y | +59.3% | +1.3% | +58.0% | +60.4% |
| 5Y | +816.3% | +20.8% | +795.4% | +813.3% |
| All | +341.8% | +126.1% | +215.7% | +301.1% |
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