-5.7%
PG vs CP
+20.2%
-26.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.7% |
| 3M | -1.3% | +0.1% | -1.5% | -1.6% |
| 6M | -3.8% | +7.8% | -11.7% | -6.1% |
| YTD | +3.6% | +21.7% | -18.1% | -0.8% |
| 1Y | -5.7% | +18.6% | -24.4% | -10.6% |
| All | -5.7% | +20.2% | -26.0% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling