-76.2%
PCG vs CNH
+107.8%
-184.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +1.8% |
| 7D | -0.5% | +4.5% | -5.0% | -1.8% |
| 30D | +0.8% | +7.6% | -6.9% | -1.6% |
| 3M | -22.0% | +17.0% | -39.0% | -26.7% |
| 6M | -17.1% | +12.9% | -30.0% | -21.8% |
| YTD | -16.9% | +34.3% | -51.1% | -26.0% |
| 1Y | -19.1% | +28.5% | -47.6% | -27.3% |
| 3Y | -19.4% | +31.9% | -51.3% | -31.3% |
| 5Y | +9.0% | -9.6% | +18.6% | +1.8% |
| 10Y | -76.2% | +106.3% | -182.5% | -83.1% |
| All | -76.2% | +107.8% | -184.0% | -83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling