+3,981.9%
PG vs CPB
+333.3%
+3,648.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.2% |
| 7D | -0.4% | -8.2% | +7.8% | +2.5% |
| 30D | -0.1% | -5.6% | +5.5% | +1.7% |
| 3M | +1.1% | +3.0% | -1.9% | -0.5% |
| 6M | -3.8% | -12.7% | +8.9% | 0.0% |
| YTD | +3.8% | -18.0% | +21.8% | +10.0% |
| 1Y | -5.8% | -31.7% | +26.0% | +6.3% |
| 3Y | +3.0% | -41.0% | +44.0% | +20.5% |
| 5Y | +14.5% | -38.4% | +52.9% | +30.6% |
| 10Y | +117.8% | -45.0% | +162.7% | +147.3% |
| All | +3,981.9% | +333.3% | +3,648.6% | +1,812.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling