-69.3%
CPNG vs PFG
+133.3%
-202.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.5% |
| 7D | -1.1% | -0.4% | -0.7% | -0.8% |
| 30D | -7.4% | +2.9% | -10.2% | -9.1% |
| 3M | -12.3% | +6.7% | -19.1% | -16.1% |
| 6M | -19.4% | +33.8% | -53.2% | -32.6% |
| YTD | -35.9% | +35.0% | -70.9% | -46.9% |
| 1Y | -53.4% | +46.4% | -99.8% | -63.4% |
| 3Y | -20.0% | +71.7% | -91.7% | -45.4% |
| 5Y | -49.6% | +113.7% | -163.3% | -69.0% |
| All | -69.3% | +133.3% | -202.6% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling