+13.4%
PG vs CNH
+8.8%
+4.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.6% |
| 7D | -0.8% | -5.7% | +4.9% | -0.4% |
| 30D | +0.8% | +26.6% | -25.7% | -0.9% |
| 3M | -1.3% | +31.1% | -32.4% | -3.4% |
| 6M | -3.8% | +24.9% | -28.7% | -5.7% |
| YTD | +3.6% | +48.7% | -45.1% | +0.5% |
| 1Y | -5.7% | +22.2% | -27.9% | -7.6% |
| 3Y | +1.6% | +7.4% | -5.8% | +0.2% |
| All | +13.4% | +8.8% | +4.6% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling