+228.3%
CNP vs PFGC
+484.2%
-255.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.2% |
| 7D | -3.0% | +15.0% | -18.0% | -5.8% |
| 30D | +6.8% | +17.0% | -10.2% | +3.5% |
| 3M | +3.6% | -2.5% | +6.1% | +3.7% |
| 6M | 0.0% | +19.2% | -19.2% | -3.7% |
| YTD | +9.4% | +23.4% | -14.0% | +4.1% |
| 1Y | +6.8% | +13.9% | -7.0% | +3.2% |
| 3Y | +64.2% | +82.0% | -17.8% | +43.2% |
| 5Y | +76.0% | +128.7% | -52.7% | +43.7% |
| 10Y | +143.3% | +361.5% | -218.2% | +78.8% |
| All | +228.3% | +484.2% | -255.9% | +130.6% |
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