+402.2%
CAH vs PFG
+109.8%
+292.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -2.2% | +3.2% | -5.4% | -3.1% |
| 30D | +1.2% | +0.9% | +0.2% | +0.9% |
| 3M | +13.1% | +7.7% | +5.4% | +10.6% |
| 6M | +8.5% | +29.0% | -20.5% | +0.8% |
| YTD | +17.6% | +32.5% | -14.8% | +8.3% |
| 1Y | +60.7% | +47.3% | +13.3% | +43.1% |
| 3Y | +183.2% | +68.2% | +114.9% | +137.6% |
| 5Y | +402.2% | +108.5% | +293.7% | +274.5% |
| All | +402.2% | +109.8% | +292.4% | +274.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling