+18.0%
CNH vs PFG
+16.3%
+1.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.0% | +6.9% | +9.8% |
| 7D | +8.6% | +2.3% | +6.3% | +7.9% |
| 30D | +12.6% | +7.6% | +5.0% | +11.1% |
| 3M | +17.5% | +2.5% | +15.0% | +16.2% |
| All | +18.0% | +16.3% | +1.7% | +17.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling