-31.0%
CPB vs PFGC
-8.5%
-22.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.7% |
| 7D | -8.0% | -3.7% | -4.3% | -7.7% |
| 30D | -2.4% | -16.0% | +13.6% | -0.8% |
| 3M | +0.5% | -4.1% | +4.7% | +1.8% |
| 6M | -10.5% | +8.7% | -19.2% | -9.2% |
| YTD | -17.5% | +6.4% | -23.9% | -18.2% |
| 1Y | -31.0% | -8.4% | -22.7% | -30.3% |
| All | -31.0% | -8.5% | -22.5% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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