+87.3%
PCG vs CAH
+16,621.8%
-16,534.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.4% | -2.3% |
| 7D | -1.6% | +8.5% | -10.1% | -3.3% |
| 30D | +1.4% | +17.0% | -15.6% | -2.0% |
| 3M | -23.4% | +14.6% | -38.0% | -25.7% |
| 6M | -19.4% | +42.5% | -61.9% | -25.5% |
| YTD | -18.5% | +33.5% | -52.0% | -23.9% |
| 1Y | -19.5% | +38.5% | -58.1% | -25.5% |
| 3Y | -21.0% | +179.0% | -200.0% | -37.8% |
| 5Y | +13.7% | +507.2% | -493.5% | -24.5% |
| 10Y | -77.2% | +448.9% | -526.1% | -85.1% |
| All | +87.3% | +16,621.8% | -16,534.5% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling