+102.6%
PBR vs CHD
+0.7%
+101.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.8% |
| 7D | +5.4% | -4.5% | +9.8% | +5.0% |
| 30D | +22.9% | -6.7% | +29.6% | +22.3% |
| 3M | +19.6% | -2.7% | +22.4% | +19.3% |
| 6M | +16.5% | -4.9% | +21.4% | +16.4% |
| YTD | +86.7% | +13.3% | +73.3% | +86.2% |
| 1Y | +74.7% | +1.0% | +73.7% | +74.6% |
| 3Y | +102.6% | +1.3% | +101.2% | +95.1% |
| All | +102.6% | +0.7% | +101.9% | +95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling