+368.5%
PSX vs CHD
+19.3%
+349.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.6% |
| 7D | +1.8% | -4.2% | +6.0% | +1.6% |
| 30D | +21.6% | -7.6% | +29.2% | +21.2% |
| 3M | +46.5% | -1.6% | +48.1% | +46.3% |
| 6M | +62.0% | -6.3% | +68.3% | +61.9% |
| YTD | +106.3% | +14.6% | +91.7% | +106.8% |
| 1Y | +103.0% | +1.6% | +101.4% | +102.9% |
| 3Y | +135.5% | +3.1% | +132.4% | +137.1% |
| 5Y | +368.5% | +21.1% | +347.4% | +392.8% |
| All | +368.5% | +19.3% | +349.2% | +392.8% |
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