-18.6%
PCG vs CNH
+32.9%
-51.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.9% | -9.6% | +0.3% |
| 7D | -1.1% | +8.6% | -9.6% | -1.8% |
| 30D | +0.1% | +12.6% | -12.5% | -1.1% |
| 3M | -24.4% | +17.5% | -41.9% | -26.4% |
| 6M | -17.7% | +18.1% | -35.8% | -20.1% |
| YTD | -17.4% | +40.4% | -57.8% | -21.6% |
| 1Y | -19.4% | +34.0% | -53.4% | -23.1% |
| 3Y | -18.6% | +35.3% | -53.9% | -24.7% |
| All | -18.6% | +32.9% | -51.5% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling