+112.7%
PG vs CB
+225.2%
-112.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -2.7% | -2.8% | +0.1% | -1.8% |
| 30D | -1.5% | -2.4% | +0.9% | -0.8% |
| 3M | -3.4% | +2.8% | -6.1% | -4.4% |
| 6M | -7.0% | +4.8% | -11.7% | -8.6% |
| YTD | +2.0% | +9.2% | -7.2% | -1.1% |
| 1Y | -6.5% | +22.8% | -29.3% | -12.8% |
| 3Y | +1.2% | +71.1% | -70.0% | -15.5% |
| 5Y | +12.8% | +101.0% | -88.2% | -11.6% |
| All | +112.7% | +225.2% | -112.5% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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