+298.3%
PSX vs CHD
+31.9%
+266.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.6% |
| 3M | +15.9% | +9.3% | +6.6% | +16.4% |
| 6M | +49.4% | +24.3% | +25.1% | +50.6% |
| YTD | +104.7% | +34.9% | +69.8% | +106.3% |
| 1Y | +89.1% | +32.7% | +56.4% | +90.5% |
| 3Y | +151.7% | +29.4% | +122.3% | +156.2% |
| 5Y | +298.3% | +31.7% | +266.6% | +278.4% |
| All | +298.3% | +31.9% | +266.4% | +278.4% |
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 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