+70.3%
PR vs CHD
+180.1%
-109.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +1.0% |
| 7D | -9.5% | +2.4% | -11.9% | -8.9% |
| 30D | -5.7% | +13.9% | -19.6% | -2.4% |
| 3M | +3.0% | +8.5% | -5.5% | +5.4% |
| 6M | +11.8% | +20.4% | -8.5% | +17.7% |
| YTD | +58.5% | +34.5% | +23.9% | +71.8% |
| 1Y | +69.9% | +33.8% | +36.1% | +83.8% |
| 3Y | +84.9% | +29.1% | +55.8% | +100.9% |
| 5Y | +246.4% | +31.2% | +215.2% | +281.4% |
| 10Y | +70.3% | +193.1% | -122.8% | +153.9% |
| All | +70.3% | +180.1% | -109.8% | +153.9% |
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