+4,692.5%
PG vs CP
+7,903.1%
-3,210.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.1% |
| 7D | +2.7% | +2.1% | +0.5% | +2.2% |
| 30D | +9.2% | +9.3% | -0.1% | +7.3% |
| 3M | +18.5% | +0.5% | +18.0% | +18.3% |
| 6M | +21.1% | +10.4% | +10.6% | +18.5% |
| YTD | +21.9% | +28.7% | -6.8% | +15.6% |
| 1Y | +18.1% | +33.2% | -15.1% | +11.2% |
| 3Y | +20.6% | +38.4% | -17.9% | +11.4% |
| 5Y | +31.8% | +26.2% | +5.6% | +23.0% |
| 10Y | +166.5% | +258.4% | -91.9% | +99.2% |
| All | +4,692.5% | +7,903.1% | -3,210.6% | +1,639.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling