-62.0%
PCG vs CNH
+28.6%
-90.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.7% | -0.4% |
| 7D | 0.0% | -0.4% | +0.4% | 0.0% |
| 30D | +5.8% | -15.2% | +21.1% | +9.6% |
| 3M | -22.8% | +4.3% | -27.0% | -24.5% |
| 6M | -18.4% | +10.1% | -28.5% | -21.8% |
| YTD | -16.9% | +23.2% | -40.1% | -22.9% |
| 1Y | -17.6% | +8.5% | -26.1% | -21.4% |
| 3Y | -20.0% | +4.1% | -24.0% | -25.2% |
| 5Y | +16.0% | -17.8% | +33.9% | +12.7% |
| 10Y | -76.7% | +113.3% | -190.0% | -82.3% |
| All | -62.0% | +28.6% | -90.7% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling