-50.5%
CPNG vs PNR
-21.7%
-28.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.3% | +3.2% |
| 7D | -1.1% | -6.0% | +4.9% | +2.4% |
| 30D | -7.4% | -14.0% | +6.6% | +0.9% |
| 3M | -12.3% | -21.7% | +9.3% | -1.2% |
| 6M | -19.4% | -37.3% | +17.8% | +3.2% |
| YTD | -35.9% | -45.1% | +9.2% | -11.3% |
| 1Y | -53.4% | -49.1% | -4.3% | -32.5% |
| 3Y | -20.0% | -14.8% | -5.2% | -23.5% |
| All | -50.5% | -21.7% | -28.8% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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