+331.5%
CAH vs PFGC
+419.1%
-87.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +5.4% | -2.2% | +7.6% | +5.7% |
| 30D | +3.3% | -11.9% | +15.3% | +5.2% |
| 3M | +22.8% | +5.0% | +17.8% | +21.9% |
| 6M | +11.3% | +8.6% | +2.7% | +9.7% |
| YTD | +21.1% | +9.7% | +11.5% | +19.0% |
| 1Y | +67.2% | -6.3% | +73.5% | +68.0% |
| 3Y | +195.6% | +58.2% | +137.4% | +172.6% |
| 5Y | +413.8% | +110.4% | +303.4% | +347.8% |
| 10Y | +309.6% | +272.8% | +36.8% | +240.6% |
| All | +331.5% | +419.1% | -87.6% | +237.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling