+61.8%
PCG vs CAH
+400.8%
-339.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.7% | +6.3% | +4.3% |
| 7D | +5.4% | +0.5% | +4.9% | +5.2% |
| 30D | -15.1% | +1.7% | -16.9% | -15.6% |
| 3M | -9.8% | +17.9% | -27.7% | -13.8% |
| 6M | -18.0% | +10.9% | -28.9% | -20.5% |
| YTD | -7.2% | +17.9% | -25.1% | -12.0% |
| 1Y | +2.9% | +61.7% | -58.8% | -11.7% |
| 3Y | -11.1% | +183.7% | -194.8% | -38.9% |
| 5Y | +61.8% | +401.3% | -339.5% | -18.8% |
| All | +61.8% | +400.8% | -339.0% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling