-35.4%
CPB vs PFGC
+84.2%
-119.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.1% | -1.7% |
| 7D | +3.3% | +10.8% | -7.6% | +1.7% |
| 30D | +19.0% | +17.8% | +1.2% | +16.6% |
| 3M | +0.4% | -2.7% | +3.2% | 0.0% |
| 6M | +13.0% | +20.0% | -7.1% | +11.1% |
| YTD | -12.7% | +24.3% | -37.0% | -14.7% |
| 1Y | -20.9% | +13.2% | -34.1% | -22.0% |
| 3Y | -35.4% | +85.9% | -121.3% | -32.9% |
| All | -35.4% | +84.2% | -119.6% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling