-21.9%
CPNG vs PBF
+55.5%
-77.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -7.6% | +1.4% | -8.9% | -7.6% |
| 30D | -8.8% | +15.8% | -24.7% | -9.5% |
| 3M | -7.2% | +90.3% | -97.5% | -10.1% |
| 6M | -21.5% | +102.8% | -124.3% | -24.5% |
| YTD | -37.4% | +187.3% | -224.8% | -41.4% |
| 1Y | -54.3% | +161.8% | -216.2% | -57.1% |
| All | -21.9% | +55.5% | -77.4% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling