+250.9%
PM vs CHD
+180.1%
+70.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -6.6% | +2.4% | -9.0% | -7.4% |
| 30D | -3.4% | +13.9% | -17.4% | -7.7% |
| 3M | +5.3% | +8.5% | -3.2% | +2.4% |
| 6M | +15.5% | +20.4% | -4.8% | +8.3% |
| YTD | +24.3% | +34.5% | -10.3% | +12.2% |
| 1Y | +29.7% | +33.8% | -4.1% | +17.3% |
| 3Y | +144.9% | +29.1% | +115.8% | +121.0% |
| 5Y | +159.0% | +31.2% | +127.8% | +127.9% |
| 10Y | +250.9% | +193.1% | +57.8% | +121.9% |
| All | +250.9% | +180.1% | +70.8% | +121.9% |
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