-76.5%
PCG vs CHD
+191.9%
-268.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.0% | +0.4% | -2.3% | -2.0% |
| 30D | -2.7% | +11.6% | -14.3% | -5.2% |
| 3M | -25.1% | +10.7% | -35.8% | -26.8% |
| 6M | -22.3% | +20.2% | -42.5% | -25.7% |
| YTD | -18.5% | +34.5% | -53.0% | -24.0% |
| 1Y | -21.8% | +32.6% | -54.4% | -26.9% |
| 3Y | -21.0% | +29.1% | -50.1% | -26.1% |
| 5Y | +8.1% | +31.5% | -23.5% | -0.6% |
| All | -76.5% | +191.9% | -268.4% | -81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling