-16.0%
PCG vs CHD
+30.9%
-46.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.1% |
| 7D | +1.9% | +6.9% | -5.0% | -0.6% |
| 30D | +8.5% | +17.1% | -8.6% | +2.2% |
| 3M | -22.9% | +9.1% | -32.0% | -25.3% |
| 6M | -16.8% | +21.4% | -38.1% | -22.4% |
| YTD | -15.8% | +34.9% | -50.7% | -23.2% |
| 1Y | -16.0% | +31.0% | -47.0% | -23.1% |
| All | -16.0% | +30.9% | -46.9% | -23.1% |
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 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