-69.9%
CPNG vs PFGC
+67.1%
-137.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.3% | -2.4% |
| 7D | -6.3% | -2.4% | -3.8% | -5.3% |
| 30D | -8.7% | -15.8% | +7.0% | -2.1% |
| 3M | -2.4% | -0.6% | -1.8% | -2.6% |
| 6M | -22.3% | +10.7% | -33.0% | -26.8% |
| YTD | -37.2% | +7.6% | -44.9% | -40.7% |
| 1Y | -53.0% | -7.8% | -45.2% | -52.3% |
| 3Y | -20.0% | +63.7% | -83.8% | -41.7% |
| 5Y | -52.8% | +112.3% | -165.0% | -69.9% |
| All | -69.9% | +67.1% | -137.0% | -79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling