-23.8%
PCG vs CNH
+21.0%
-44.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.0% | -1.6% | +2.1% |
| 7D | -13.9% | +23.3% | -37.1% | -15.6% |
| 30D | -16.9% | +33.5% | -50.3% | -19.5% |
| 3M | -14.7% | +32.7% | -47.5% | -17.7% |
| 6M | -23.8% | +22.2% | -46.0% | -25.8% |
| All | -23.8% | +21.0% | -44.8% | -25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling