+223.7%
CNP vs PFGC
+465.8%
-242.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.1% |
| 7D | -4.2% | +8.5% | -12.7% | -5.9% |
| 30D | +5.5% | +15.0% | -9.5% | +2.5% |
| 3M | +0.6% | -6.2% | +6.8% | +1.4% |
| 6M | -2.8% | +15.7% | -18.6% | -5.9% |
| YTD | +7.9% | +19.6% | -11.7% | +3.3% |
| 1Y | +6.7% | +13.2% | -6.5% | +3.1% |
| 3Y | +61.1% | +77.0% | -15.8% | +41.3% |
| 5Y | +73.0% | +121.5% | -48.5% | +42.0% |
| 10Y | +141.9% | +354.5% | -212.7% | +78.4% |
| All | +223.7% | +465.8% | -242.1% | +128.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling