+15,068.3%
PCAR vs CHD
+10,220.8%
+4,847.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.5% | -2.7% | +2.2% | +0.2% |
| 30D | -6.2% | -4.6% | -1.6% | -5.1% |
| 3M | +5.9% | +5.0% | +0.9% | +4.2% |
| 6M | +0.4% | -3.2% | +3.6% | +0.9% |
| YTD | +14.8% | +18.6% | -3.8% | +9.1% |
| 1Y | +30.1% | +4.8% | +25.3% | +27.6% |
| 3Y | +66.7% | +6.1% | +60.5% | +61.2% |
| 5Y | +166.1% | +24.0% | +142.2% | +144.0% |
| 10Y | +353.7% | +124.5% | +229.2% | +241.4% |
| All | +15,068.3% | +10,220.8% | +4,847.5% | +5,274.4% |
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 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