+132.5%
CNP vs PPG
+26.9%
+105.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.2% |
| 7D | -1.4% | -6.2% | +4.8% | +0.9% |
| 30D | -2.9% | -7.9% | +5.0% | -0.1% |
| 3M | -7.5% | -10.2% | +2.7% | -4.3% |
| 6M | -7.9% | +2.7% | -10.6% | -10.1% |
| YTD | +3.7% | +4.9% | -1.1% | -0.1% |
| 1Y | +4.6% | -3.2% | +7.8% | +3.6% |
| 3Y | +49.1% | -17.0% | +66.1% | +54.4% |
| 5Y | +69.2% | -23.3% | +92.6% | +76.3% |
| All | +132.5% | +26.9% | +105.6% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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