+139.9%
CNP vs PFG
+239.8%
-99.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | +0.7% | +3.2% | -2.6% | -0.6% |
| 30D | -0.1% | +0.9% | -1.0% | -0.5% |
| 3M | -5.6% | +7.7% | -13.3% | -8.5% |
| 6M | -7.5% | +29.0% | -36.4% | -16.4% |
| YTD | +5.5% | +32.5% | -27.0% | -6.0% |
| 1Y | +8.3% | +47.3% | -39.0% | -7.7% |
| 3Y | +51.8% | +68.2% | -16.5% | +19.4% |
| 5Y | +69.9% | +108.5% | -38.6% | +17.6% |
| 10Y | +139.9% | +241.4% | -101.4% | +14.6% |
| All | +139.9% | +239.8% | -99.8% | +14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling