+446.1%
CNP vs PFG
+1,015.3%
-569.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.4% |
| 7D | +1.1% | +5.5% | -4.4% | -0.2% |
| 30D | -1.8% | +2.4% | -4.2% | -2.4% |
| 3M | -4.6% | +13.6% | -18.2% | -7.6% |
| 6M | -8.8% | +27.9% | -36.7% | -14.3% |
| YTD | +5.2% | +35.6% | -30.3% | -2.6% |
| 1Y | +8.3% | +48.5% | -40.2% | -2.1% |
| 3Y | +54.9% | +66.9% | -12.0% | +34.4% |
| 5Y | +73.5% | +111.0% | -37.4% | +40.4% |
| 10Y | +139.1% | +244.5% | -105.4% | +67.0% |
| All | +446.1% | +1,015.3% | -569.2% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling