+147.8%
PR vs CHD
+173.7%
-25.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.2% | -5.0% |
| 7D | -16.5% | +5.0% | -21.6% | -15.5% |
| 30D | -4.5% | +15.3% | -19.8% | -1.2% |
| 3M | +8.5% | +7.7% | +0.8% | +10.8% |
| 6M | -3.3% | +19.8% | -23.1% | +1.3% |
| YTD | +55.7% | +34.0% | +21.7% | +67.8% |
| 1Y | +82.0% | +30.1% | +51.9% | +94.8% |
| 3Y | +62.5% | +33.0% | +29.5% | +76.9% |
| 5Y | +223.9% | +33.1% | +190.8% | +256.4% |
| 10Y | +64.2% | +189.4% | -125.2% | +118.3% |
| All | +147.8% | +173.7% | -25.9% | +229.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling