+107.3%
PR vs CHD
+123.7%
-16.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.9% | -2.7% | +5.6% | +2.3% |
| 30D | +18.0% | -4.6% | +22.7% | +16.8% |
| 3M | +16.9% | +5.0% | +11.8% | +18.5% |
| 6M | +28.2% | -3.2% | +31.4% | +28.0% |
| YTD | +69.3% | +18.6% | +50.7% | +77.2% |
| 1Y | +69.5% | +4.8% | +64.7% | +72.2% |
| 3Y | +81.7% | +6.1% | +75.6% | +87.4% |
| 5Y | +422.2% | +24.0% | +398.3% | +470.1% |
| All | +107.3% | +123.7% | -16.4% | +170.4% |
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 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