+78.7%
PR vs CHD
+196.6%
-117.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +2.8% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -4.6% | +12.2% | -16.8% | -1.7% |
| 3M | +4.7% | +9.3% | -4.6% | +7.4% |
| 6M | +12.4% | +24.3% | -11.8% | +19.2% |
| YTD | +62.9% | +34.9% | +28.0% | +76.6% |
| 1Y | +70.6% | +32.7% | +37.9% | +84.2% |
| 3Y | +90.0% | +29.4% | +60.6% | +106.5% |
| 5Y | +255.5% | +31.7% | +223.8% | +291.7% |
| 10Y | +78.7% | +191.7% | -112.9% | +164.4% |
| All | +78.7% | +196.6% | -117.8% | +164.4% |
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