+116.1%
PG vs CP
+232.0%
-115.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -0.8% | -2.6% | +1.8% | -0.1% |
| 30D | +0.8% | -3.7% | +4.6% | +1.8% |
| 3M | -1.3% | +0.1% | -1.5% | -1.6% |
| 6M | -3.8% | +7.8% | -11.7% | -6.0% |
| YTD | +3.6% | +21.7% | -18.1% | -2.0% |
| 1Y | -5.7% | +18.6% | -24.4% | -10.4% |
| 3Y | +1.6% | +17.5% | -16.0% | -4.8% |
| 5Y | +14.6% | +35.4% | -20.7% | +1.5% |
| All | +116.1% | +232.0% | -115.8% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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