+143.2%
PM vs CHD
+29.8%
+113.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -2.9% |
| 7D | -7.3% | +0.8% | -8.1% | -7.5% |
| 30D | -4.0% | +13.5% | -17.5% | -7.4% |
| 3M | +2.7% | +8.1% | -5.4% | +0.4% |
| 6M | +14.9% | +19.9% | -5.0% | +9.2% |
| YTD | +23.5% | +34.0% | -10.5% | +15.0% |
| 1Y | +30.4% | +29.8% | +0.5% | +22.0% |
| 3Y | +143.2% | +28.7% | +114.5% | +133.1% |
| All | +143.2% | +29.8% | +113.4% | +133.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling