+160.7%
CNH vs PFG
+239.8%
-79.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.8% |
| 7D | +1.8% | +3.2% | -1.4% | -0.4% |
| 30D | +32.6% | +0.9% | +31.7% | +31.4% |
| 3M | +29.4% | +7.7% | +21.7% | +22.3% |
| 6M | +26.0% | +29.0% | -3.0% | +5.8% |
| YTD | +52.2% | +32.5% | +19.8% | +25.3% |
| 1Y | +23.9% | +47.3% | -23.4% | -5.2% |
| 3Y | +10.1% | +68.2% | -58.1% | -23.5% |
| 5Y | +13.2% | +108.5% | -95.3% | -32.2% |
| 10Y | +160.7% | +241.4% | -80.7% | +1.2% |
| All | +160.7% | +239.8% | -79.1% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PFG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling