+54.5%
PCG vs CNH
+11.5%
+43.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.0% | -1.6% | +1.6% |
| 7D | -13.9% | +23.3% | -37.1% | -17.6% |
| 30D | -16.9% | +33.5% | -50.3% | -22.0% |
| 3M | -14.7% | +32.7% | -47.5% | -20.3% |
| 6M | -23.8% | +22.2% | -46.0% | -27.7% |
| YTD | -10.5% | +57.7% | -68.2% | -20.0% |
| 1Y | -5.1% | +28.0% | -33.1% | -11.3% |
| 3Y | -11.6% | +11.5% | -23.1% | -16.0% |
| All | +54.5% | +11.5% | +43.0% | +35.3% |
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 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