+73.9%
CNP vs PFGC
+121.6%
-47.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.0% |
| 7D | -4.2% | +8.5% | -12.7% | -5.4% |
| 30D | +5.5% | +15.0% | -9.5% | +3.2% |
| 3M | +0.6% | -6.2% | +6.8% | +1.3% |
| 6M | -2.8% | +15.7% | -18.6% | -5.2% |
| YTD | +7.9% | +19.6% | -11.7% | +4.3% |
| 1Y | +6.7% | +13.2% | -6.5% | +4.0% |
| 3Y | +61.1% | +77.0% | -15.8% | +43.8% |
| All | +73.9% | +121.6% | -47.7% | +46.8% |
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