+69.9%
PR vs CHD
+31.5%
+38.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +1.0% |
| 7D | -9.5% | +2.4% | -11.9% | -8.8% |
| 30D | -5.7% | +13.9% | -19.6% | -2.7% |
| 3M | +3.0% | +8.5% | -5.5% | +5.5% |
| 6M | +11.8% | +20.4% | -8.5% | +16.2% |
| YTD | +58.5% | +34.5% | +23.9% | +57.6% |
| 1Y | +69.9% | +33.8% | +36.1% | +70.2% |
| All | +69.9% | +31.5% | +38.4% | +70.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling