+49.5%
CNH vs PFG
+329.2%
-279.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.0% | +6.9% | +8.3% |
| 7D | +8.6% | +2.3% | +6.3% | +7.1% |
| 30D | +12.6% | +7.6% | +5.0% | +7.4% |
| 3M | +17.5% | +2.5% | +15.0% | +15.2% |
| 6M | +18.1% | +16.6% | +1.5% | +6.0% |
| YTD | +40.4% | +34.1% | +6.3% | +14.9% |
| 1Y | +34.0% | +44.1% | -10.1% | +4.7% |
| 3Y | +35.3% | +86.3% | -51.0% | -11.6% |
| 5Y | -5.1% | +101.6% | -106.7% | -41.5% |
| 10Y | +124.0% | +197.9% | -73.8% | +2.4% |
| All | +49.5% | +329.2% | -279.7% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling