-70.2%
CPNG vs PBR
+804.1%
-874.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.9% |
| 7D | -5.4% | +4.2% | -9.7% | -6.0% |
| 30D | -11.1% | +22.7% | -33.8% | -13.7% |
| 3M | -3.0% | +21.5% | -24.5% | -5.9% |
| 6M | -23.5% | +24.0% | -47.5% | -26.3% |
| YTD | -37.8% | +88.2% | -126.1% | -43.9% |
| 1Y | -54.3% | +74.8% | -129.1% | -58.4% |
| 3Y | -20.8% | +105.1% | -125.9% | -30.6% |
| 5Y | -51.1% | +572.2% | -623.3% | -65.1% |
| All | -70.2% | +804.1% | -874.3% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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