-76.5%
PCG vs CNI
+142.1%
-218.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -2.0% | +1.0% | -3.0% | -2.5% |
| 30D | -2.7% | +7.5% | -10.2% | -6.2% |
| 3M | -25.1% | +1.7% | -26.8% | -25.9% |
| 6M | -22.3% | +15.4% | -37.7% | -28.0% |
| YTD | -18.5% | +31.5% | -50.0% | -29.8% |
| 1Y | -21.8% | +32.8% | -54.6% | -33.1% |
| 3Y | -21.0% | +21.7% | -42.7% | -30.6% |
| 5Y | +8.1% | +8.7% | -0.6% | -1.2% |
| All | -76.5% | +142.1% | -218.5% | -85.2% |
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