+572.2%
PBR vs CHD
+19.7%
+552.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.0% |
| 7D | +4.2% | -4.7% | +9.0% | +3.8% |
| 30D | +22.7% | -8.3% | +31.1% | +21.9% |
| 3M | +21.5% | -4.0% | +25.6% | +21.2% |
| 6M | +24.0% | -6.5% | +30.5% | +23.7% |
| YTD | +88.2% | +13.1% | +75.2% | +89.4% |
| 1Y | +74.8% | +2.3% | +72.5% | +75.2% |
| 3Y | +105.1% | +1.8% | +103.3% | +106.6% |
| 5Y | +572.2% | +20.6% | +551.7% | +677.9% |
| All | +572.2% | +19.7% | +552.6% | +677.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling