-40.4%
CPB vs PFG
+189.4%
-229.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -4.1% | -2.2% | -1.9% | -3.9% |
| 30D | +16.9% | +6.4% | +10.6% | +16.3% |
| 3M | -0.6% | +2.2% | -2.8% | -0.8% |
| 6M | +11.4% | +16.3% | -4.9% | +9.8% |
| YTD | -14.8% | +33.2% | -48.1% | -17.0% |
| 1Y | -24.8% | +40.6% | -65.4% | -27.1% |
| 3Y | -36.6% | +83.3% | -120.0% | -40.1% |
| 5Y | -33.3% | +97.7% | -131.1% | -37.7% |
| 10Y | -40.4% | +189.9% | -230.3% | -45.7% |
| All | -40.4% | +189.4% | -229.7% | -45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling