-20.0%
CPNG vs PSLV
+165.9%
-185.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | -1.1% | -3.5% | +2.3% | -0.6% |
| 30D | -7.4% | -2.1% | -5.2% | -7.2% |
| 3M | -12.3% | -1.6% | -10.7% | -12.5% |
| 6M | -19.4% | -25.5% | +6.1% | -16.4% |
| YTD | -35.9% | -11.4% | -24.5% | -37.6% |
| 1Y | -53.4% | +48.6% | -102.0% | -60.1% |
| 3Y | -20.0% | +166.9% | -186.9% | -43.2% |
| All | -20.0% | +165.9% | -185.9% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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