+87.3%
PCG vs CHD
+11,349.8%
-11,262.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.6% |
| 7D | -1.6% | +2.0% | -3.6% | -2.0% |
| 30D | +1.4% | +13.0% | -11.6% | -0.9% |
| 3M | -23.4% | +6.1% | -29.5% | -24.2% |
| 6M | -19.4% | +15.9% | -35.2% | -21.6% |
| YTD | -18.5% | +31.6% | -50.1% | -22.6% |
| 1Y | -19.5% | +28.5% | -48.0% | -23.3% |
| 3Y | -21.0% | +30.5% | -51.4% | -25.2% |
| 5Y | +13.7% | +30.7% | -17.0% | +6.9% |
| 10Y | -77.2% | +184.2% | -261.4% | -81.5% |
| All | +87.3% | +11,349.8% | -11,262.4% | +3.2% |
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 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