+72.0%
CNP vs PFG
+110.7%
-38.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.4% |
| 7D | +1.6% | +6.0% | -4.3% | +0.3% |
| 30D | -0.8% | +2.2% | -3.0% | -1.3% |
| 3M | -3.6% | +10.4% | -13.9% | -5.8% |
| 6M | -6.9% | +27.8% | -34.7% | -12.1% |
| YTD | +6.4% | +33.6% | -27.2% | -0.8% |
| 1Y | +9.9% | +49.3% | -39.4% | -0.5% |
| 3Y | +53.1% | +69.7% | -16.6% | +31.4% |
| 5Y | +72.0% | +111.3% | -39.4% | +38.2% |
| All | +72.0% | +110.7% | -38.7% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PFG 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling