-0.1%
CPNG vs PH
+135.6%
-135.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.8% | -3.9% |
| 7D | -6.9% | +7.4% | -14.2% | -8.9% |
| 30D | +1.1% | +0.5% | +0.6% | +0.7% |
| 3M | -6.3% | -10.2% | +3.9% | -3.3% |
| 6M | -3.8% | +8.9% | -12.8% | -7.3% |
| YTD | -35.2% | +9.7% | -44.8% | -38.1% |
| 1Y | -47.0% | +12.8% | -59.8% | -49.9% |
| All | -0.1% | +135.6% | -135.7% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 3y: compounded portfolio wealth divided by compounded PH 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…
3y analysis · Full analysis span regression · 6 months rolling