+37.4%
PEG vs CHD
+20.9%
+16.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -0.9% | -4.5% | +3.6% | +0.4% |
| 30D | -3.7% | -6.7% | +3.0% | -1.9% |
| 3M | -7.3% | -2.7% | -4.6% | -6.7% |
| 6M | -10.5% | -4.9% | -5.5% | -9.5% |
| YTD | -7.5% | +13.3% | -20.8% | -11.3% |
| 1Y | -8.7% | +1.0% | -9.7% | -9.5% |
| 3Y | +31.4% | +1.3% | +30.0% | +28.1% |
| All | +37.4% | +20.9% | +16.5% | +21.8% |
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