+1,632.9%
PBR vs CHD
+4,306.0%
-2,673.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.6% | +4.1% |
| 7D | +2.5% | -2.9% | +5.4% | +3.3% |
| 30D | +19.4% | -6.2% | +25.6% | +21.5% |
| 3M | +20.8% | +1.6% | +19.2% | +19.6% |
| 6M | +23.5% | -3.5% | +27.0% | +23.8% |
| YTD | +83.4% | +16.2% | +67.2% | +73.1% |
| 1Y | +77.6% | +3.4% | +74.2% | +73.2% |
| 3Y | +99.9% | +4.6% | +95.2% | +91.1% |
| 5Y | +567.7% | +21.1% | +546.6% | +489.4% |
| 10Y | +621.5% | +126.5% | +495.0% | +380.1% |
| All | +1,632.9% | +4,306.0% | -2,673.2% | +513.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling