-42.5%
CPNG vs PFG
+95.0%
-137.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -3.4% |
| 7D | -6.9% | +0.1% | -7.0% | -7.0% |
| 30D | +1.1% | +5.0% | -3.8% | -1.6% |
| 3M | -6.3% | +0.1% | -6.4% | -6.8% |
| 6M | -3.8% | +13.8% | -17.6% | -12.5% |
| YTD | -35.2% | +31.2% | -66.4% | -46.5% |
| 1Y | -47.0% | +37.1% | -84.0% | -57.6% |
| 3Y | -0.2% | +80.6% | -80.8% | -38.5% |
| 5Y | -42.5% | +93.7% | -136.2% | -68.6% |
| All | -42.5% | +95.0% | -137.4% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling