-75.3%
PCG vs CHD
+123.8%
-199.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.9% |
| 7D | +6.5% | -4.2% | +10.6% | +7.5% |
| 30D | -16.7% | -7.6% | -9.2% | -15.1% |
| 3M | -14.2% | -1.6% | -12.6% | -13.8% |
| 6M | -21.5% | -6.3% | -15.1% | -20.3% |
| YTD | -11.2% | +14.6% | -25.8% | -14.0% |
| 1Y | -4.2% | +1.6% | -5.8% | -4.8% |
| 3Y | -14.9% | +3.1% | -18.0% | -16.2% |
| 5Y | +54.2% | +21.1% | +33.2% | +45.0% |
| 10Y | -75.3% | +128.6% | -203.9% | -79.5% |
| All | -75.3% | +123.8% | -199.2% | -79.5% |
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