+394.0%
CAH vs PFGC
+110.3%
+283.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -5.1% | -4.8% | -0.3% | -4.2% |
| 30D | +0.2% | -12.5% | +12.7% | +2.7% |
| 3M | +6.3% | -9.7% | +16.0% | +8.3% |
| 6M | +9.4% | +7.0% | +2.4% | +7.8% |
| YTD | +15.0% | +4.5% | +10.5% | +13.5% |
| 1Y | +55.4% | -11.6% | +67.0% | +58.5% |
| 3Y | +173.8% | +58.5% | +115.3% | +144.8% |
| All | +394.0% | +110.3% | +283.7% | +305.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling