+54.5%
PCG vs CHD
+23.9%
+30.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.5% | +2.4% |
| 7D | -13.9% | -2.7% | -11.2% | -13.1% |
| 30D | -16.9% | -4.6% | -12.2% | -15.7% |
| 3M | -14.7% | +5.0% | -19.8% | -15.7% |
| 6M | -23.8% | -3.2% | -20.6% | -23.2% |
| YTD | -10.5% | +18.6% | -29.1% | -14.3% |
| 1Y | -5.1% | +4.8% | -9.9% | -6.4% |
| 3Y | -11.6% | +6.1% | -17.7% | -13.7% |
| All | +54.5% | +23.9% | +30.6% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling