+1,112.1%
PSX vs CHD
+384.7%
+727.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.5% | -2.7% | +7.2% | +4.9% |
| 30D | +26.6% | -4.6% | +31.2% | +27.3% |
| 3M | +39.3% | +5.0% | +34.2% | +38.1% |
| 6M | +56.8% | -3.2% | +60.0% | +57.1% |
| YTD | +101.8% | +18.6% | +83.2% | +96.0% |
| 1Y | +99.6% | +4.8% | +94.8% | +97.3% |
| 3Y | +140.3% | +6.1% | +134.2% | +135.6% |
| 5Y | +339.3% | +24.0% | +315.4% | +309.8% |
| 10Y | +369.9% | +124.5% | +245.4% | +250.7% |
| All | +1,112.1% | +384.7% | +727.4% | +549.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling