+12.5%
PG vs CB
+98.1%
-85.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | -2.6% | -3.1% | +0.5% | -1.7% |
| 3M | -3.3% | +4.2% | -7.5% | -4.7% |
| 6M | -6.7% | +4.7% | -11.4% | -8.3% |
| YTD | +1.7% | +8.8% | -7.1% | -1.2% |
| 1Y | -7.9% | +22.6% | -30.5% | -13.8% |
| 3Y | +0.9% | +70.6% | -69.7% | -13.9% |
| All | +12.5% | +98.1% | -85.6% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling