+662.0%
PBR vs CHD
+126.1%
+535.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.9% |
| 7D | +5.4% | -4.5% | +9.8% | +5.9% |
| 30D | +22.9% | -6.7% | +29.6% | +23.7% |
| 3M | +19.6% | -2.7% | +22.4% | +19.7% |
| 6M | +16.5% | -4.9% | +21.4% | +16.8% |
| YTD | +86.7% | +13.3% | +73.3% | +82.5% |
| 1Y | +74.7% | +1.0% | +73.7% | +73.5% |
| 3Y | +102.6% | +1.3% | +101.2% | +99.5% |
| 5Y | +566.6% | +20.8% | +545.8% | +519.6% |
| All | +662.0% | +126.1% | +535.9% | +531.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling