-16.0%
PCG vs CPB
-18.4%
+2.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.9% | -5.1% | +0.6% |
| 7D | +1.9% | +13.0% | -11.1% | +1.4% |
| 30D | +8.5% | +20.5% | -12.0% | +7.6% |
| 3M | -22.9% | +2.2% | -25.1% | -22.9% |
| 6M | -16.8% | +15.4% | -32.1% | -18.4% |
| YTD | -15.8% | -12.3% | -3.5% | -13.1% |
| 1Y | -16.0% | -18.0% | +2.0% | -13.5% |
| All | -16.0% | -18.4% | +2.4% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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