+12.8%
CNH vs PFGC
+65.1%
-52.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.6% | +4.3% |
| 7D | +23.3% | -2.2% | +25.5% | +24.4% |
| 30D | +33.5% | -11.9% | +45.4% | +40.2% |
| 3M | +32.7% | +5.0% | +27.7% | +29.5% |
| 6M | +22.2% | +8.6% | +13.6% | +17.2% |
| YTD | +57.7% | +9.7% | +48.0% | +49.0% |
| 1Y | +28.0% | -6.3% | +34.3% | +29.4% |
| All | +12.8% | +65.1% | -52.4% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 3y: compounded portfolio wealth divided by compounded PFGC 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…
3y analysis · Full analysis span regression · 6 months rolling