+12.8%
CNH vs PFG
+70.7%
-58.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.6% | +5.0% |
| 7D | +23.3% | +5.5% | +17.8% | +19.1% |
| 30D | +33.5% | +2.4% | +31.1% | +31.2% |
| 3M | +32.7% | +13.6% | +19.1% | +21.3% |
| 6M | +22.2% | +27.9% | -5.7% | +2.8% |
| YTD | +57.7% | +35.6% | +22.1% | +27.2% |
| 1Y | +28.0% | +48.5% | -20.5% | -3.4% |
| All | +12.8% | +70.7% | -58.0% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling