-38.4%
CPB vs PFGC
+110.5%
-148.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.6% | +1.9% |
| 7D | -8.2% | -2.4% | -5.8% | -8.0% |
| 30D | -5.6% | -15.8% | +10.2% | -4.2% |
| 3M | +3.0% | -0.6% | +3.6% | +3.2% |
| 6M | -12.7% | +10.7% | -23.4% | -13.3% |
| YTD | -18.0% | +7.6% | -25.6% | -18.6% |
| 1Y | -31.7% | -7.8% | -23.9% | -31.3% |
| 3Y | -41.0% | +63.7% | -104.7% | -43.9% |
| 5Y | -38.4% | +112.3% | -150.6% | -43.0% |
| All | -38.4% | +110.5% | -148.9% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling