+178.7%
PBF vs CHD
+2.2%
+176.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -1.3% |
| 7D | +1.4% | -4.2% | +5.5% | -1.6% |
| 30D | +15.8% | -7.6% | +23.4% | +9.9% |
| 3M | +90.3% | -1.6% | +91.9% | +89.0% |
| 6M | +102.8% | -6.3% | +109.1% | +102.0% |
| YTD | +187.3% | +14.6% | +172.7% | +196.7% |
| All | +178.7% | +2.2% | +176.5% | +180.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling