-69.3%
CPNG vs PFGC
+62.2%
-131.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | -1.1% | -4.8% | +3.6% | +0.9% |
| 30D | -7.4% | -12.5% | +5.2% | -2.1% |
| 3M | -12.3% | -9.7% | -2.6% | -9.0% |
| 6M | -19.4% | +7.0% | -26.5% | -22.9% |
| YTD | -35.9% | +4.5% | -40.4% | -38.7% |
| 1Y | -53.4% | -11.6% | -41.8% | -51.9% |
| 3Y | -20.0% | +58.5% | -78.5% | -40.9% |
| 5Y | -49.6% | +112.6% | -162.1% | -67.6% |
| All | -69.3% | +62.2% | -131.5% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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