-11.1%
PCG vs CAH
+184.7%
-195.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.7% | +6.3% | +4.0% |
| 7D | +5.4% | +0.5% | +4.9% | +5.3% |
| 30D | -15.1% | +1.7% | -16.9% | -15.4% |
| 3M | -9.8% | +17.9% | -27.7% | -12.1% |
| 6M | -18.0% | +10.9% | -28.9% | -19.4% |
| YTD | -7.2% | +17.9% | -25.1% | -9.9% |
| 1Y | +2.9% | +61.7% | -58.8% | -6.0% |
| 3Y | -11.1% | +183.7% | -194.8% | -27.7% |
| All | -11.1% | +184.7% | -195.8% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling