+72.0%
CNP vs PFGC
+110.5%
-38.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.4% |
| 7D | +1.6% | -2.4% | +4.1% | +2.0% |
| 30D | -0.8% | -15.8% | +15.0% | +1.7% |
| 3M | -3.6% | -0.6% | -3.0% | -3.6% |
| 6M | -6.9% | +10.7% | -17.6% | -8.7% |
| YTD | +6.4% | +7.6% | -1.2% | +4.6% |
| 1Y | +9.9% | -7.8% | +17.8% | +10.8% |
| 3Y | +53.1% | +63.7% | -10.6% | +38.1% |
| 5Y | +72.0% | +112.3% | -40.3% | +44.8% |
| All | +72.0% | +110.5% | -38.5% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling