+68.0%
CNH vs PFG
+334.0%
-266.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.6% | +5.0% |
| 7D | +23.3% | +5.5% | +17.8% | +18.9% |
| 30D | +33.5% | +2.4% | +31.1% | +31.0% |
| 3M | +32.7% | +13.6% | +19.1% | +21.3% |
| 6M | +22.2% | +27.9% | -5.7% | +3.3% |
| YTD | +57.7% | +35.6% | +22.1% | +28.2% |
| 1Y | +28.0% | +48.5% | -20.5% | -2.3% |
| 3Y | +11.5% | +66.9% | -55.3% | -21.8% |
| 5Y | +11.9% | +111.0% | -99.1% | -33.1% |
| 10Y | +162.8% | +244.5% | -81.7% | +9.9% |
| All | +68.0% | +334.0% | -266.0% | -39.6% |
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 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