-75.2%
PCG vs CPB
-45.7%
-29.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.9% | +3.4% |
| 7D | +5.4% | -8.2% | +13.6% | +6.6% |
| 30D | -15.1% | -5.6% | -9.5% | -14.6% |
| 3M | -9.8% | +3.0% | -12.8% | -10.6% |
| 6M | -18.0% | -12.7% | -5.3% | -16.8% |
| YTD | -7.2% | -18.0% | +10.7% | -5.0% |
| 1Y | +2.9% | -31.7% | +34.6% | +8.1% |
| 3Y | -11.1% | -41.0% | +29.9% | -5.2% |
| 5Y | +61.8% | -38.4% | +100.2% | +71.6% |
| 10Y | -75.2% | -45.0% | -30.2% | -72.4% |
| All | -75.2% | -45.7% | -29.5% | -72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling