+674.2%
CAH vs PFG
+1,015.3%
-341.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.2% |
| 7D | +5.4% | +5.5% | -0.1% | +3.9% |
| 30D | +3.3% | +2.4% | +1.0% | +2.6% |
| 3M | +22.8% | +13.6% | +9.2% | +18.7% |
| 6M | +11.3% | +27.9% | -16.6% | +4.3% |
| YTD | +21.1% | +35.6% | -14.4% | +11.7% |
| 1Y | +67.2% | +48.5% | +18.8% | +50.5% |
| 3Y | +195.6% | +66.9% | +128.8% | +154.9% |
| 5Y | +413.8% | +111.0% | +302.9% | +312.7% |
| 10Y | +309.6% | +244.5% | +65.1% | +181.7% |
| All | +674.2% | +1,015.3% | -341.1% | +238.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling