+3,908.7%
PG vs CVS
+1,904.8%
+2,004.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -2.7% | -2.0% | -0.7% | -2.3% |
| 30D | -1.5% | +1.9% | -3.5% | -2.0% |
| 3M | -3.4% | -2.2% | -1.2% | -3.1% |
| 6M | -7.0% | +26.7% | -33.7% | -11.8% |
| YTD | +2.0% | +22.9% | -20.9% | -3.0% |
| 1Y | -6.5% | +32.9% | -39.4% | -12.6% |
| 3Y | +1.2% | +62.3% | -61.1% | -11.9% |
| 5Y | +12.8% | +34.2% | -21.4% | +1.6% |
| 10Y | +117.7% | +41.8% | +75.9% | +87.3% |
| All | +3,908.7% | +1,904.8% | +2,004.0% | +1,571.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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