-76.0%
PCG vs CAH
+418.0%
-494.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.9% |
| 7D | +2.2% | +3.5% | -1.3% | +1.2% |
| 30D | +0.8% | +13.5% | -12.7% | -2.8% |
| 3M | -23.8% | +21.8% | -45.6% | -28.1% |
| 6M | -19.6% | +51.5% | -71.1% | -29.0% |
| YTD | -16.7% | +38.1% | -54.8% | -24.9% |
| 1Y | -19.4% | +37.7% | -57.1% | -27.3% |
| 3Y | -18.3% | +179.6% | -197.9% | -41.9% |
| 5Y | +10.4% | +504.9% | -494.5% | -39.4% |
| All | -76.0% | +418.0% | -494.0% | -87.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling