+105.7%
PCG vs CPB
+325.7%
-220.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.8% | +3.3% |
| 7D | -13.9% | -8.6% | -5.3% | -12.1% |
| 30D | -16.9% | -7.2% | -9.6% | -15.6% |
| 3M | -14.7% | +0.9% | -15.6% | -15.5% |
| 6M | -23.8% | -11.8% | -12.0% | -22.1% |
| YTD | -10.5% | -19.4% | +8.9% | -6.5% |
| 1Y | -5.1% | -30.4% | +25.3% | +2.6% |
| 3Y | -11.6% | -40.2% | +28.5% | -1.7% |
| 5Y | +59.0% | -39.5% | +98.5% | +74.5% |
| 10Y | -75.7% | -47.4% | -28.4% | -73.4% |
| All | +105.7% | +325.7% | -220.0% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling