+150.2%
PSX vs CHD
+29.7%
+120.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.2% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -8.1% | +12.2% | -20.3% | -7.9% |
| 3M | +15.9% | +9.3% | +6.6% | +16.1% |
| 6M | +49.4% | +24.3% | +25.1% | +49.4% |
| YTD | +104.7% | +34.9% | +69.8% | +102.9% |
| 1Y | +89.1% | +32.7% | +56.4% | +87.6% |
| All | +150.2% | +29.7% | +120.4% | +153.4% |
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