+84.5%
PR vs CHD
+196.1%
-111.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.6% |
| 7D | +6.0% | +3.6% | +2.3% | +6.9% |
| 30D | -4.2% | +10.4% | -14.6% | -1.6% |
| 3M | +10.0% | +12.2% | -2.2% | +13.5% |
| 6M | +15.6% | +19.9% | -4.3% | +21.6% |
| YTD | +68.2% | +36.4% | +31.8% | +82.9% |
| 1Y | +79.2% | +35.1% | +44.1% | +94.4% |
| 3Y | +94.9% | +29.2% | +65.7% | +111.7% |
| 5Y | +272.8% | +33.4% | +239.4% | +312.1% |
| All | +84.5% | +196.1% | -111.6% | +172.6% |
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