+143.4%
PEG vs CHD
+126.1%
+17.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -0.9% | -4.5% | +3.6% | +0.7% |
| 30D | -3.7% | -6.7% | +3.0% | -1.5% |
| 3M | -7.3% | -2.7% | -4.6% | -6.6% |
| 6M | -10.5% | -4.9% | -5.5% | -9.2% |
| YTD | -7.5% | +13.3% | -20.8% | -12.1% |
| 1Y | -8.7% | +1.0% | -9.7% | -9.9% |
| 3Y | +31.4% | +1.3% | +30.0% | +27.5% |
| 5Y | +37.8% | +20.8% | +16.9% | +22.9% |
| All | +143.4% | +126.1% | +17.3% | +78.7% |
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