+289.9%
CAH vs PFG
+247.4%
+42.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.0% |
| 7D | -5.1% | -3.0% | -2.1% | -4.0% |
| 30D | -1.8% | +2.5% | -4.2% | -2.7% |
| 3M | +9.4% | +6.1% | +3.3% | +6.7% |
| 6M | +9.2% | +31.3% | -22.0% | -1.6% |
| YTD | +15.7% | +33.6% | -17.9% | +3.3% |
| 1Y | +59.7% | +48.5% | +11.2% | +36.7% |
| 3Y | +178.5% | +69.6% | +108.8% | +121.2% |
| 5Y | +398.3% | +111.5% | +286.8% | +252.4% |
| All | +289.9% | +247.4% | +42.4% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling