+91.1%
PCG vs CAH
+16,933.8%
-16,842.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -0.5% | +9.4% | -9.9% | -2.4% |
| 30D | +0.8% | +16.5% | -15.7% | -2.5% |
| 3M | -22.0% | +17.0% | -39.0% | -24.7% |
| 6M | -17.1% | +51.4% | -68.5% | -24.4% |
| YTD | -16.9% | +36.0% | -52.8% | -22.7% |
| 1Y | -19.1% | +36.0% | -55.1% | -24.8% |
| 3Y | -19.4% | +177.5% | -196.9% | -36.5% |
| 5Y | +9.0% | +509.2% | -500.2% | -27.7% |
| 10Y | -76.2% | +408.1% | -484.3% | -84.2% |
| All | +91.1% | +16,933.8% | -16,842.7% | -19.3% |
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