+180.7%
CAH vs PFG
+68.9%
+111.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.4% |
| 7D | +0.5% | +6.0% | -5.5% | -0.6% |
| 30D | +1.7% | +2.2% | -0.5% | +1.3% |
| 3M | +17.9% | +10.4% | +7.5% | +15.6% |
| 6M | +10.9% | +27.8% | -16.8% | +5.8% |
| YTD | +17.9% | +33.6% | -15.8% | +11.2% |
| 1Y | +61.7% | +49.3% | +12.4% | +48.9% |
| All | +180.7% | +68.9% | +111.8% | +157.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling