+12.8%
PG vs CPB
-40.6%
+53.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +1.6% |
| 7D | -2.7% | -5.4% | +2.7% | -1.1% |
| 30D | -1.5% | -7.8% | +6.3% | +0.8% |
| 3M | -3.4% | -6.9% | +3.6% | -1.7% |
| 6M | -7.0% | -12.2% | +5.2% | -3.8% |
| YTD | +2.0% | -21.1% | +23.1% | +8.9% |
| 1Y | -6.5% | -33.5% | +27.0% | +5.6% |
| 3Y | +1.2% | -43.2% | +44.3% | +19.2% |
| 5Y | +12.8% | -40.9% | +53.7% | +27.2% |
| All | +12.8% | -40.6% | +53.4% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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