+391.9%
CAH vs PFGC
+485.1%
-93.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | +3.5% | +3.4% | 0.0% | +2.9% |
| 30D | +13.5% | +16.9% | -3.5% | +10.7% |
| 3M | +21.8% | +6.4% | +15.4% | +20.5% |
| 6M | +51.5% | +16.0% | +35.5% | +47.9% |
| YTD | +38.1% | +23.6% | +14.4% | +33.0% |
| 1Y | +37.7% | +16.6% | +21.1% | +33.8% |
| 3Y | +179.6% | +82.3% | +97.3% | +152.3% |
| 5Y | +504.9% | +138.7% | +366.2% | +417.3% |
| 10Y | +418.6% | +352.8% | +65.7% | +319.7% |
| All | +391.9% | +485.1% | -93.2% | +277.5% |
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