+139.9%
CNP vs PFGC
+287.3%
-147.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | +0.7% | -3.7% | +4.4% | +1.4% |
| 30D | -0.1% | -16.0% | +15.9% | +3.2% |
| 3M | -5.6% | -4.1% | -1.5% | -5.0% |
| 6M | -7.5% | +8.7% | -16.2% | -9.3% |
| YTD | +5.5% | +6.4% | -0.9% | +3.5% |
| 1Y | +8.3% | -8.4% | +16.7% | +9.3% |
| 3Y | +51.8% | +61.8% | -10.0% | +35.5% |
| 5Y | +69.9% | +108.7% | -38.8% | +40.9% |
| 10Y | +139.9% | +298.1% | -158.2% | +90.2% |
| All | +139.9% | +287.3% | -147.4% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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