+113.2%
PCG vs CAH
+14,665.6%
-14,552.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.7% | +6.3% | +4.2% |
| 7D | +5.4% | +0.5% | +4.9% | +5.2% |
| 30D | -15.1% | +1.7% | -16.9% | -15.5% |
| 3M | -9.8% | +17.9% | -27.7% | -13.1% |
| 6M | -18.0% | +10.9% | -28.9% | -20.1% |
| YTD | -7.2% | +17.9% | -25.1% | -11.0% |
| 1Y | +2.9% | +61.7% | -58.8% | -8.1% |
| 3Y | -11.1% | +183.7% | -194.8% | -30.3% |
| 5Y | +61.8% | +401.3% | -339.5% | +11.8% |
| 10Y | -75.2% | +293.7% | -368.8% | -82.7% |
| All | +113.2% | +14,665.6% | -14,552.4% | -7.1% |
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