-75.9%
PCG vs CNI
+136.1%
-212.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.9% |
| 7D | +0.5% | -1.1% | +1.6% | +1.1% |
| 30D | -18.9% | -3.5% | -15.4% | -17.5% |
| 3M | -15.8% | +2.2% | -18.1% | -17.0% |
| 6M | -22.6% | +15.1% | -37.6% | -28.3% |
| YTD | -12.2% | +24.7% | -36.9% | -22.1% |
| 1Y | -7.1% | +33.4% | -40.5% | -20.5% |
| 3Y | -15.8% | +19.5% | -35.3% | -25.4% |
| 5Y | +53.3% | +12.6% | +40.8% | +37.0% |
| All | -75.9% | +136.1% | -212.0% | -84.6% |
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