+34.4%
CNH vs PFG
+43.7%
-9.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.0% | +6.9% | +9.0% |
| 7D | +8.6% | +2.3% | +6.3% | +7.4% |
| 30D | +12.6% | +7.6% | +5.0% | +8.9% |
| 3M | +17.5% | +2.5% | +15.0% | +15.8% |
| 6M | +18.1% | +16.6% | +1.5% | +7.0% |
| YTD | +40.4% | +34.1% | +6.3% | +12.5% |
| All | +34.4% | +43.7% | -9.3% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling