+3,280.0%
PFE vs CHD
+10,220.8%
-6,940.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.8% | -2.7% | +4.4% | +2.4% |
| 30D | +10.2% | -4.6% | +14.8% | +11.4% |
| 3M | +12.7% | +5.0% | +7.7% | +11.3% |
| 6M | +10.5% | -3.2% | +13.8% | +11.1% |
| YTD | +20.2% | +18.6% | +1.5% | +15.0% |
| 1Y | +24.1% | +4.8% | +19.2% | +22.1% |
| 3Y | -3.6% | +6.1% | -9.7% | -6.0% |
| 5Y | -20.9% | +24.0% | -44.8% | -26.1% |
| 10Y | +35.8% | +124.5% | -88.6% | +9.1% |
| All | +3,280.0% | +10,220.8% | -6,940.9% | +1,209.8% |
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 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