-46.9%
CPNG vs PBF
+120.1%
-167.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -6.7% | +18.6% | +11.8% |
| 7D | +20.8% | -0.9% | +21.7% | +20.7% |
| 30D | +20.1% | -13.7% | +33.8% | +19.9% |
| 3M | +1.6% | +10.6% | -9.0% | +1.4% |
| 6M | -15.8% | +61.2% | -77.0% | -14.5% |
| YTD | -27.7% | +172.7% | -200.4% | -26.6% |
| 1Y | -46.9% | +111.0% | -158.0% | -45.8% |
| All | -46.9% | +120.1% | -167.0% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling