-69.0%
CPNG vs PBF
+385.4%
-454.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | -7.4% | +4.3% | -11.7% | -7.7% |
| 30D | -4.4% | +22.0% | -26.4% | -5.9% |
| 3M | -7.5% | +74.5% | -82.0% | -11.3% |
| 6M | -19.9% | +67.7% | -87.6% | -23.3% |
| YTD | -35.2% | +179.2% | -214.4% | -40.6% |
| 1Y | -46.8% | +170.0% | -216.8% | -51.3% |
| 3Y | -20.2% | +66.4% | -86.5% | -26.2% |
| 5Y | -48.4% | +764.5% | -812.9% | -57.1% |
| All | -69.0% | +385.4% | -454.4% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling