-69.2%
CPNG vs PBF
+367.6%
-436.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | -6.8% | +6.5% | -13.2% | -7.1% |
| 30D | +5.5% | -20.0% | +25.5% | +6.8% |
| 3M | -6.8% | -3.3% | -3.4% | -7.0% |
| 6M | -4.8% | +76.8% | -81.6% | -9.2% |
| YTD | -35.6% | +168.9% | -204.6% | -41.0% |
| 1Y | -46.8% | +96.4% | -143.1% | -50.0% |
| 3Y | -0.8% | +77.2% | -78.0% | -9.1% |
| 5Y | -42.9% | +417.7% | -460.6% | -50.8% |
| All | -69.2% | +367.6% | -436.8% | -74.1% |
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