+361.6%
PSX vs CHD
+196.1%
+165.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.7% |
| 7D | +7.8% | +3.6% | +4.2% | +7.6% |
| 30D | -10.9% | +10.4% | -21.3% | -11.4% |
| 3M | +14.5% | +12.2% | +2.3% | +13.7% |
| 6M | +56.1% | +19.9% | +36.2% | +54.4% |
| YTD | +109.6% | +36.4% | +73.2% | +105.0% |
| 1Y | +95.5% | +35.1% | +60.4% | +91.4% |
| 3Y | +156.2% | +29.2% | +127.0% | +150.9% |
| 5Y | +310.0% | +33.4% | +276.6% | +294.5% |
| All | +361.6% | +196.1% | +165.6% | +299.7% |
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 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