+134.1%
PSX vs CHD
+4.0%
+130.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +1.6% |
| 7D | +2.8% | -2.9% | +5.7% | +2.8% |
| 30D | +27.8% | -6.2% | +34.0% | +27.7% |
| 3M | +42.0% | +1.6% | +40.5% | +41.8% |
| 6M | +58.1% | -3.5% | +61.6% | +58.5% |
| YTD | +105.0% | +16.2% | +88.8% | +102.6% |
| 1Y | +104.9% | +3.4% | +101.5% | +104.2% |
| 3Y | +134.1% | +4.6% | +129.4% | +126.5% |
| All | +134.1% | +4.0% | +130.1% | +126.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling