+836.5%
PM vs CHD
+1,020.5%
-184.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | -7.1% | 0.0% | -7.1% | -7.1% |
| 30D | -2.8% | +12.2% | -15.0% | -7.2% |
| 3M | +6.3% | +9.3% | -3.0% | +2.5% |
| 6M | +9.6% | +24.3% | -14.6% | +0.3% |
| YTD | +25.6% | +34.9% | -9.3% | +10.9% |
| 1Y | +29.7% | +32.7% | -3.0% | +15.2% |
| 3Y | +147.6% | +29.4% | +118.1% | +118.3% |
| 5Y | +160.1% | +31.7% | +128.4% | +123.0% |
| 10Y | +260.9% | +191.7% | +69.2% | +103.8% |
| All | +836.5% | +1,020.5% | -184.0% | +165.3% |
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