+56.0%
PBF vs CHD
+4.0%
+52.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.0% | +5.3% | +2.7% |
| 7D | +2.4% | -2.9% | +5.3% | +1.5% |
| 30D | +24.9% | -6.2% | +31.1% | +22.7% |
| 3M | +81.9% | +1.6% | +80.3% | +82.8% |
| 6M | +79.4% | -3.5% | +82.9% | +80.2% |
| YTD | +188.3% | +16.2% | +172.1% | +192.2% |
| 1Y | +177.3% | +3.4% | +173.9% | +180.5% |
| 3Y | +56.0% | +4.6% | +51.4% | +49.8% |
| All | +56.0% | +4.0% | +52.0% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling