-11.1%
PCG vs CNI
+21.3%
-32.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +5.4% | +2.5% | +2.9% | +4.5% |
| 30D | -15.1% | -2.5% | -12.6% | -14.4% |
| 3M | -9.8% | +2.7% | -12.5% | -10.9% |
| 6M | -18.0% | +16.9% | -35.0% | -23.1% |
| YTD | -7.2% | +26.3% | -33.6% | -15.7% |
| 1Y | +2.9% | +31.1% | -28.2% | -7.9% |
| 3Y | -11.1% | +21.1% | -32.2% | -22.5% |
| All | -11.1% | +21.3% | -32.4% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling