-5.1%
CNH vs PFGC
+135.8%
-140.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.0% | +6.9% | +9.3% |
| 7D | +8.6% | +10.8% | -2.3% | +3.7% |
| 30D | +12.6% | +17.8% | -5.2% | +4.8% |
| 3M | +17.5% | -2.7% | +20.2% | +18.3% |
| 6M | +18.1% | +20.0% | -1.9% | +8.4% |
| YTD | +40.4% | +24.3% | +16.1% | +25.8% |
| 1Y | +34.0% | +13.2% | +20.8% | +24.9% |
| 3Y | +35.3% | +85.9% | -50.6% | -1.1% |
| 5Y | -5.1% | +141.0% | -146.1% | -40.3% |
| All | -5.1% | +135.8% | -140.8% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling