+304.1%
PBF vs CHD
+402.6%
-98.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.8% |
| 7D | -4.0% | 0.0% | -4.0% | -4.0% |
| 30D | -18.0% | +12.2% | -30.1% | -17.7% |
| 3M | +0.9% | +9.3% | -8.4% | +1.2% |
| 6M | +65.7% | +24.3% | +41.5% | +66.4% |
| YTD | +161.9% | +34.9% | +127.0% | +161.6% |
| 1Y | +77.8% | +32.7% | +45.1% | +77.7% |
| 3Y | +74.9% | +29.4% | +45.4% | +74.4% |
| 5Y | +423.4% | +31.7% | +391.7% | +412.1% |
| 10Y | +255.2% | +191.7% | +63.5% | +157.7% |
| All | +304.1% | +402.6% | -98.5% | +118.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling