-16.0%
PCG vs CNH
+15.2%
-31.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +1.9% | +6.5% | -4.6% | +1.6% |
| 30D | +8.5% | -12.0% | +20.5% | +9.2% |
| 3M | -22.9% | +4.4% | -27.3% | -24.2% |
| 6M | -16.8% | +15.7% | -32.4% | -20.0% |
| YTD | -15.8% | +28.2% | -44.0% | -17.2% |
| 1Y | -16.0% | +14.8% | -30.8% | -18.3% |
| All | -16.0% | +15.2% | -31.2% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling