+3,439.0%
PFE vs CHD
+11,604.3%
-8,165.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -0.7% | +2.4% | -3.1% | -1.3% |
| 30D | +5.3% | +13.9% | -8.6% | +2.2% |
| 3M | +10.1% | +8.5% | +1.6% | +8.0% |
| 6M | +18.0% | +20.4% | -2.3% | +12.8% |
| YTD | +25.8% | +34.5% | -8.7% | +16.9% |
| 1Y | +28.4% | +33.8% | -5.3% | +19.5% |
| 3Y | +20.9% | +29.1% | -8.2% | +12.7% |
| 5Y | -21.5% | +31.2% | -52.7% | -27.7% |
| 10Y | +46.2% | +193.1% | -146.9% | +10.6% |
| All | +3,439.0% | +11,604.3% | -8,165.3% | +1,231.3% |
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