-76.3%
PCG vs CNI
+138.2%
-214.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.1% |
| 7D | -3.5% | -0.4% | -3.1% | -3.3% |
| 30D | -20.6% | -2.7% | -17.9% | -19.6% |
| 3M | -17.6% | +3.9% | -21.5% | -19.3% |
| 6M | -23.5% | +16.4% | -39.8% | -29.6% |
| YTD | -13.6% | +25.8% | -39.4% | -23.7% |
| 1Y | -11.3% | +32.4% | -43.7% | -23.9% |
| 3Y | -16.9% | +19.1% | -36.0% | -26.2% |
| 5Y | +50.8% | +13.6% | +37.2% | +34.2% |
| All | -76.3% | +138.2% | -214.5% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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