+329.6%
CAH vs PR
+152.6%
+177.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +29.7% |
| 1Y | +38.5% | +75.8% | -37.3% | +33.8% |
| 3Y | +179.0% | +73.2% | +105.8% | +167.6% |
| 5Y | +507.2% | +230.1% | +277.1% | +452.6% |
| 10Y | +448.9% | +67.4% | +381.6% | +473.5% |
| All | +329.6% | +152.6% | +177.1% | +351.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling