+10.2%
PCG vs CNH
-6.4%
+16.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.9% | -9.6% | -0.6% |
| 7D | -1.1% | +8.6% | -9.6% | -2.6% |
| 30D | +0.1% | +12.6% | -12.5% | -2.2% |
| 3M | -24.4% | +17.5% | -41.9% | -27.6% |
| 6M | -17.7% | +18.1% | -35.8% | -21.7% |
| YTD | -17.4% | +40.4% | -57.8% | -24.7% |
| 1Y | -19.4% | +34.0% | -53.4% | -25.9% |
| 3Y | -18.6% | +35.3% | -53.9% | -28.3% |
| 5Y | +10.2% | -5.1% | +15.3% | +2.2% |
| All | +10.2% | -6.4% | +16.6% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling