+116.1%
PG vs CNH
+158.6%
-42.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -0.8% | -5.7% | +4.9% | -0.1% |
| 30D | +0.8% | +26.6% | -25.7% | -2.2% |
| 3M | -1.3% | +31.1% | -32.4% | -4.9% |
| 6M | -3.8% | +24.9% | -28.7% | -7.0% |
| YTD | +3.6% | +48.7% | -45.1% | -2.0% |
| 1Y | -5.7% | +22.2% | -27.9% | -8.8% |
| 3Y | +1.6% | +7.4% | -5.8% | -1.4% |
| 5Y | +14.6% | +10.8% | +3.8% | +8.6% |
| All | +116.1% | +158.6% | -42.4% | +69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling