-14.9%
CNH vs PFG
+91.4%
-106.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.4% | +3.9% |
| 7D | -1.7% | -0.6% | -1.1% | -1.4% |
| 30D | -7.2% | +2.0% | -9.2% | -8.6% |
| 3M | +6.5% | -3.2% | +9.7% | +8.2% |
| 6M | +7.9% | +10.9% | -3.1% | -1.0% |
| YTD | +26.6% | +28.8% | -2.3% | +4.0% |
| 1Y | +13.8% | +39.2% | -25.4% | -11.6% |
| 3Y | +9.2% | +75.0% | -65.8% | -29.9% |
| All | -14.9% | +91.4% | -106.3% | -51.6% |
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 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