+105.7%
PCG vs CHD
+10,220.8%
-10,115.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.5% | +2.4% |
| 7D | -13.9% | -2.7% | -11.2% | -13.4% |
| 30D | -16.9% | -4.6% | -12.2% | -16.1% |
| 3M | -14.7% | +5.0% | -19.8% | -15.5% |
| 6M | -23.8% | -3.2% | -20.6% | -23.4% |
| YTD | -10.5% | +18.6% | -29.1% | -13.3% |
| 1Y | -5.1% | +4.8% | -9.9% | -6.1% |
| 3Y | -11.6% | +6.1% | -17.7% | -13.2% |
| 5Y | +59.0% | +24.0% | +35.0% | +51.1% |
| 10Y | -75.7% | +124.5% | -200.2% | -79.5% |
| All | +105.7% | +10,220.8% | -10,115.1% | +15.6% |
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 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