+3,908.7%
PG vs CAH
+14,391.1%
-10,482.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.5% |
| 7D | -2.7% | -5.1% | +2.4% | -1.7% |
| 30D | -1.5% | -1.8% | +0.2% | -1.2% |
| 3M | -3.4% | +9.4% | -12.7% | -5.1% |
| 6M | -7.0% | +9.2% | -16.2% | -8.7% |
| YTD | +2.0% | +15.7% | -13.7% | -1.2% |
| 1Y | -6.5% | +59.7% | -66.2% | -15.1% |
| 3Y | +1.2% | +178.5% | -177.3% | -18.1% |
| 5Y | +12.8% | +398.3% | -385.5% | -18.9% |
| 10Y | +117.7% | +295.7% | -178.0% | +56.0% |
| All | +3,908.7% | +14,391.1% | -10,482.4% | +1,227.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling