+330.8%
PBF vs CHD
+342.2%
-11.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +4.3% | -2.7% | +7.0% | +4.2% |
| 30D | +22.0% | -4.6% | +26.6% | +21.8% |
| 3M | +74.5% | +5.0% | +69.5% | +74.5% |
| 6M | +67.7% | -3.2% | +70.9% | +68.0% |
| YTD | +179.2% | +18.6% | +160.5% | +177.7% |
| 1Y | +170.0% | +4.8% | +165.2% | +169.9% |
| 3Y | +66.4% | +6.1% | +60.2% | +65.9% |
| 5Y | +764.5% | +24.0% | +740.5% | +733.3% |
| 10Y | +358.5% | +124.5% | +234.1% | +252.9% |
| All | +330.8% | +342.2% | -11.4% | +132.2% |
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 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