0.0%
PG vs CNH
+6.3%
-6.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.4% |
| 7D | -2.7% | -2.5% | -0.2% | -2.6% |
| 30D | -1.5% | +27.0% | -28.5% | -3.0% |
| 3M | -3.4% | +32.6% | -36.0% | -5.1% |
| 6M | -7.0% | +23.6% | -30.6% | -8.4% |
| YTD | +2.0% | +47.8% | -45.9% | -0.2% |
| 1Y | -6.5% | +21.3% | -27.7% | -8.0% |
| All | 0.0% | +6.3% | -6.3% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling