+2,576.9%
PG vs CB
+6,559.4%
-3,982.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | +1.9% | +0.5% | +1.4% | +1.7% |
| 30D | -0.2% | -3.1% | +2.9% | +0.4% |
| 3M | +4.8% | +9.0% | -4.2% | +3.0% |
| 6M | -6.1% | +2.9% | -9.0% | -6.7% |
| YTD | +4.5% | +10.1% | -5.6% | +2.4% |
| 1Y | -5.3% | +22.8% | -28.1% | -9.2% |
| 3Y | +2.6% | +73.8% | -71.2% | -8.3% |
| 5Y | +15.6% | +99.2% | -83.6% | +0.1% |
| 10Y | +118.0% | +218.2% | -100.2% | +69.7% |
| All | +2,576.9% | +6,559.4% | -3,982.5% | +1,265.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling