-69.9%
CPNG vs PFG
+131.1%
-201.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.4% |
| 7D | -6.3% | +6.0% | -12.3% | -9.6% |
| 30D | -8.7% | +2.2% | -11.0% | -10.2% |
| 3M | -2.4% | +10.4% | -12.8% | -8.5% |
| 6M | -22.3% | +27.8% | -50.1% | -33.3% |
| YTD | -37.2% | +33.6% | -70.9% | -47.7% |
| 1Y | -53.0% | +49.3% | -102.3% | -63.5% |
| 3Y | -20.0% | +69.7% | -89.8% | -45.0% |
| 5Y | -52.8% | +111.3% | -164.1% | -70.9% |
| All | -69.9% | +131.1% | -201.0% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling