+116.1%
PG vs CAH
+294.8%
-178.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | -0.8% | -5.1% | +4.3% | +0.2% |
| 30D | +0.8% | +0.2% | +0.7% | +0.8% |
| 3M | -1.3% | +6.3% | -7.6% | -2.6% |
| 6M | -3.8% | +9.4% | -13.2% | -5.7% |
| YTD | +3.6% | +15.0% | -11.3% | +0.4% |
| 1Y | -5.7% | +55.4% | -61.2% | -14.5% |
| 3Y | +1.6% | +173.8% | -172.2% | -18.9% |
| 5Y | +14.6% | +395.2% | -380.6% | -20.1% |
| All | +116.1% | +294.8% | -178.7% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling