+72.9%
PBR vs CHD
+30.9%
+42.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.6% | -9.6% | -6.3% |
| 7D | -11.0% | +6.9% | -17.9% | -9.5% |
| 30D | -18.8% | +17.1% | -35.9% | -15.7% |
| 3M | +7.8% | +9.1% | -1.3% | +10.2% |
| 6M | -7.6% | +21.4% | -29.0% | -3.9% |
| YTD | +72.7% | +34.9% | +37.8% | +79.8% |
| 1Y | +72.9% | +31.0% | +41.9% | +80.8% |
| All | +72.9% | +30.9% | +42.0% | +80.8% |
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 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