+801.9%
PBF vs CHD
+19.3%
+782.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.8% |
| 7D | +1.4% | -4.2% | +5.5% | 0.0% |
| 30D | +15.8% | -7.6% | +23.4% | +13.2% |
| 3M | +90.3% | -1.6% | +91.9% | +90.0% |
| 6M | +102.8% | -6.3% | +109.1% | +101.9% |
| YTD | +187.3% | +14.6% | +172.7% | +197.4% |
| 1Y | +161.8% | +1.6% | +160.3% | +165.4% |
| 3Y | +55.5% | +3.1% | +52.3% | +60.4% |
| 5Y | +801.9% | +21.1% | +780.8% | +935.6% |
| All | +801.9% | +19.3% | +782.6% | +935.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling