+221.7%
PR vs CHD
+30.9%
+190.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +1.8% |
| 7D | -16.4% | +2.0% | -18.4% | -16.2% |
| 30D | -1.9% | +13.0% | -14.9% | -1.0% |
| 3M | +8.0% | +6.1% | +1.9% | +8.6% |
| 6M | +4.1% | +15.9% | -11.8% | +5.3% |
| YTD | +58.7% | +31.6% | +27.1% | +61.1% |
| 1Y | +75.8% | +28.5% | +47.4% | +78.3% |
| 3Y | +73.2% | +30.5% | +42.7% | +73.8% |
| All | +221.7% | +30.9% | +190.8% | +223.7% |
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