+267.7%
PR vs CHD
+33.2%
+234.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.4% |
| 7D | +6.0% | +3.6% | +2.3% | +6.3% |
| 30D | -4.2% | +10.4% | -14.6% | -3.4% |
| 3M | +10.0% | +12.2% | -2.2% | +11.1% |
| 6M | +15.6% | +19.9% | -4.3% | +17.2% |
| YTD | +68.2% | +36.4% | +31.8% | +71.1% |
| 1Y | +79.2% | +35.1% | +44.1% | +82.3% |
| 3Y | +94.9% | +29.2% | +65.7% | +96.4% |
| All | +267.7% | +33.2% | +234.4% | +273.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling