+49.6%
PFE vs CHD
+181.4%
-131.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -1.1% |
| 7D | -4.7% | +0.8% | -5.5% | -4.9% |
| 30D | +3.4% | +13.5% | -10.1% | -0.3% |
| 3M | +9.2% | +8.1% | +1.1% | +6.7% |
| 6M | +15.8% | +19.9% | -4.1% | +9.7% |
| YTD | +23.4% | +34.0% | -10.6% | +13.0% |
| 1Y | +25.8% | +29.8% | -4.0% | +16.2% |
| 3Y | +17.8% | +28.7% | -10.9% | +8.1% |
| 5Y | -20.2% | +31.8% | -52.0% | -28.2% |
| 10Y | +49.6% | +178.2% | -128.6% | +17.8% |
| All | +49.6% | +181.4% | -131.8% | +17.8% |
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 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