+8.7%
CNH vs PFG
+110.7%
-102.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.1% | -4.6% |
| 7D | +8.8% | +6.0% | +2.8% | +4.4% |
| 30D | +24.7% | +2.2% | +22.4% | +22.4% |
| 3M | +27.3% | +10.4% | +17.0% | +17.9% |
| 6M | +23.2% | +27.8% | -4.6% | +2.6% |
| YTD | +48.9% | +33.6% | +15.3% | +19.8% |
| 1Y | +19.4% | +49.3% | -29.9% | -11.7% |
| 3Y | +7.8% | +69.7% | -62.0% | -28.7% |
| 5Y | +8.7% | +111.3% | -102.6% | -40.7% |
| All | +8.7% | +110.7% | -102.0% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling