-16.0%
PCG vs CAH
+38.5%
-54.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.7% | +0.7% |
| 7D | +1.9% | +7.0% | -5.1% | +1.7% |
| 30D | +8.5% | +12.4% | -3.9% | +8.1% |
| 3M | -22.9% | +12.2% | -35.0% | -23.3% |
| 6M | -16.8% | +33.2% | -50.0% | -17.9% |
| YTD | -15.8% | +28.4% | -44.2% | -18.0% |
| 1Y | -16.0% | +35.0% | -51.0% | -19.8% |
| All | -16.0% | +38.5% | -54.5% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling