+125.1%
PM vs CHD
+21.8%
+103.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.8% |
| 7D | -1.3% | -2.9% | +1.6% | -0.5% |
| 30D | -2.6% | -6.2% | +3.7% | -0.8% |
| 3M | +5.8% | +1.6% | +4.2% | +5.4% |
| 6M | +10.6% | -3.5% | +14.1% | +11.5% |
| YTD | +17.2% | +16.2% | +0.9% | +12.6% |
| 1Y | +17.6% | +3.4% | +14.2% | +16.4% |
| 3Y | +124.3% | +4.6% | +119.6% | +119.7% |
| 5Y | +125.1% | +21.1% | +103.9% | +101.4% |
| All | +125.1% | +21.8% | +103.3% | +101.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling