-76.5%
PCG vs CNH
+107.0%
-183.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | +0.1% |
| 7D | -2.0% | +6.4% | -8.4% | -3.8% |
| 30D | -2.7% | -1.6% | -1.1% | -2.6% |
| 3M | -25.1% | +11.6% | -36.6% | -28.6% |
| 6M | -22.3% | +12.5% | -34.8% | -26.7% |
| YTD | -18.5% | +31.1% | -49.6% | -27.0% |
| 1Y | -21.8% | +17.0% | -38.8% | -27.8% |
| 3Y | -21.0% | +28.7% | -49.8% | -32.3% |
| 5Y | +8.1% | -17.4% | +25.5% | +4.0% |
| All | -76.5% | +107.0% | -183.5% | -83.2% |
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