+206.3%
CNH vs PFGC
+419.1%
-212.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.6% | +4.2% |
| 7D | +23.3% | -2.2% | +25.5% | +24.1% |
| 30D | +33.5% | -11.9% | +45.4% | +38.4% |
| 3M | +32.7% | +5.0% | +27.7% | +30.5% |
| 6M | +22.2% | +8.6% | +13.6% | +19.0% |
| YTD | +57.7% | +9.7% | +48.0% | +52.4% |
| 1Y | +28.0% | -6.3% | +34.3% | +29.2% |
| 3Y | +11.5% | +58.2% | -46.7% | -4.1% |
| 5Y | +11.9% | +110.4% | -98.6% | -12.7% |
| 10Y | +162.8% | +272.8% | -110.0% | +72.4% |
| All | +206.3% | +419.1% | -212.8% | +80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling