+179.6%
CAH vs PFGC
+82.6%
+97.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | +3.5% | +3.4% | 0.0% | +2.8% |
| 30D | +13.5% | +16.9% | -3.5% | +10.3% |
| 3M | +21.8% | +6.4% | +15.4% | +20.2% |
| 6M | +51.5% | +16.0% | +35.5% | +47.7% |
| YTD | +38.1% | +23.6% | +14.4% | +33.1% |
| 1Y | +37.7% | +16.6% | +21.1% | +34.1% |
| 3Y | +179.6% | +82.3% | +97.3% | +151.6% |
| All | +179.6% | +82.6% | +97.0% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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