+78.6%
CPB vs PFG
+960.1%
-881.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.1% |
| 7D | +8.0% | -0.6% | +8.6% | +8.1% |
| 30D | +22.4% | +2.0% | +20.4% | +22.1% |
| 3M | +3.8% | -3.2% | +7.0% | +4.1% |
| 6M | +13.7% | +10.9% | +2.7% | +12.1% |
| YTD | -11.7% | +28.8% | -40.5% | -14.5% |
| 1Y | -18.1% | +39.2% | -57.3% | -21.5% |
| 3Y | -34.7% | +75.0% | -109.8% | -39.5% |
| 5Y | -30.6% | +91.9% | -122.5% | -36.9% |
| 10Y | -37.1% | +202.3% | -239.5% | -48.0% |
| All | +78.6% | +960.1% | -881.5% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling