+91.1%
PCG vs CPB
+366.5%
-275.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | 0.0% | +11.6% | -11.6% | -2.7% |
| 30D | +5.8% | +23.3% | -17.5% | +0.2% |
| 3M | -22.8% | +1.6% | -24.4% | -23.6% |
| 6M | -18.4% | +13.9% | -32.4% | -21.9% |
| YTD | -16.9% | -11.7% | -5.2% | -15.4% |
| 1Y | -17.6% | -18.2% | +0.6% | -14.6% |
| 3Y | -20.0% | -35.2% | +15.2% | -13.0% |
| 5Y | +16.0% | -30.5% | +46.6% | +22.5% |
| 10Y | -76.7% | -37.1% | -39.6% | -75.8% |
| All | +91.1% | +366.5% | -275.4% | +17.8% |
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