+421.5%
CAH vs PR
+66.7%
+354.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | +7.8% | -12.4% | +20.2% | +8.6% |
| 30D | +15.5% | -6.6% | +22.0% | +15.8% |
| 3M | +16.3% | +7.5% | +8.8% | +15.7% |
| 6M | +50.0% | +10.8% | +39.2% | +48.8% |
| YTD | +34.7% | +57.0% | -22.3% | +30.9% |
| 1Y | +35.9% | +67.9% | -32.0% | +31.6% |
| 3Y | +178.5% | +87.6% | +90.9% | +165.7% |
| 5Y | +515.7% | +220.4% | +295.3% | +460.2% |
| 10Y | +421.5% | +64.8% | +356.7% | +457.0% |
| All | +421.5% | +66.7% | +354.8% | +457.0% |
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