-41.0%
CPB vs PFG
+71.3%
-112.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.9% |
| 7D | -8.2% | +6.0% | -14.2% | -8.9% |
| 30D | -5.6% | +2.2% | -7.8% | -5.8% |
| 3M | +3.0% | +10.4% | -7.4% | +1.5% |
| 6M | -12.7% | +27.8% | -40.5% | -15.8% |
| YTD | -18.0% | +33.6% | -51.6% | -21.5% |
| 1Y | -31.7% | +49.3% | -81.0% | -35.9% |
| 3Y | -41.0% | +69.7% | -110.7% | -46.5% |
| All | -41.0% | +71.3% | -112.3% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling