-54.8%
CPNG vs PBF
+180.3%
-235.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -0.6% |
| 7D | -5.4% | +2.3% | -7.7% | -5.4% |
| 30D | -11.1% | +11.6% | -22.6% | -11.2% |
| 3M | -3.0% | +81.7% | -84.7% | -2.3% |
| 6M | -23.5% | +96.4% | -120.0% | -23.2% |
| YTD | -37.8% | +189.5% | -227.3% | -37.9% |
| All | -54.8% | +180.3% | -235.1% | -54.6% |
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