+1,834.4%
CNP vs PPG
+2,691.0%
-856.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +2.0% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | -0.8% | -7.8% | +7.0% | +1.8% |
| 3M | -3.6% | -2.2% | -1.4% | -3.3% |
| 6M | -6.9% | +4.1% | -11.1% | -9.3% |
| YTD | +6.4% | +9.1% | -2.6% | +1.8% |
| 1Y | +9.9% | +1.0% | +9.0% | +7.6% |
| 3Y | +53.1% | -13.3% | +66.4% | +55.0% |
| 5Y | +72.0% | -19.2% | +91.2% | +74.3% |
| 10Y | +131.5% | +25.9% | +105.6% | +96.9% |
| All | +1,834.4% | +2,691.0% | -856.6% | +611.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling