+74.7%
PBR vs CHD
+2.3%
+72.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.8% |
| 7D | +5.4% | -4.5% | +9.8% | +4.4% |
| 30D | +22.9% | -6.7% | +29.6% | +21.3% |
| 3M | +19.6% | -2.7% | +22.4% | +18.8% |
| 6M | +16.5% | -4.9% | +21.4% | +16.3% |
| YTD | +86.7% | +13.3% | +73.3% | +87.5% |
| 1Y | +74.7% | +1.0% | +73.7% | +74.7% |
| All | +74.7% | +2.3% | +72.4% | +74.7% |
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 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