+64.6%
CNP vs PFG
+84.7%
-20.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.7% | -0.1% |
| 7D | -4.3% | +2.3% | -6.6% | -4.6% |
| 30D | +5.7% | +7.6% | -1.9% | +4.7% |
| 3M | +0.9% | +2.5% | -1.6% | +0.5% |
| 6M | -1.1% | +16.6% | -17.7% | -3.2% |
| YTD | +8.3% | +34.1% | -25.8% | +3.5% |
| 1Y | +5.9% | +44.1% | -38.2% | -0.1% |
| 3Y | +64.6% | +86.3% | -21.6% | +33.2% |
| All | +64.6% | +84.7% | -20.1% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling