-30.4%
CPB vs PFG
+51.4%
-81.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.8% | -3.5% |
| 7D | -8.6% | +5.5% | -14.1% | -8.3% |
| 30D | -7.2% | +2.4% | -9.6% | -6.8% |
| 3M | +0.9% | +13.6% | -12.7% | +0.6% |
| 6M | -11.8% | +27.9% | -39.7% | -12.4% |
| YTD | -19.4% | +35.6% | -55.0% | -19.5% |
| 1Y | -30.4% | +48.5% | -78.8% | -29.4% |
| All | -30.4% | +51.4% | -81.8% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling