+442.0%
CAH vs PR
+66.0%
+376.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.5% | +1.4% |
| 7D | +8.5% | -16.4% | +24.9% | +9.5% |
| 30D | +17.0% | -1.9% | +18.9% | +17.1% |
| 3M | +14.6% | +8.0% | +6.6% | +14.0% |
| 6M | +42.5% | +4.1% | +38.4% | +41.9% |
| YTD | +33.5% | +58.7% | -25.2% | +29.6% |
| 1Y | +38.5% | +75.8% | -37.3% | +33.7% |
| 3Y | +179.0% | +73.2% | +105.8% | +167.4% |
| 5Y | +507.2% | +230.1% | +277.1% | +451.5% |
| All | +442.0% | +66.0% | +376.0% | +479.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling