-20.0%
PCG vs CNI
+22.0%
-42.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -2.0% | +1.0% | -3.0% | -2.3% |
| 30D | -2.7% | +7.5% | -10.2% | -5.0% |
| 3M | -25.1% | +1.7% | -26.8% | -25.6% |
| 6M | -22.3% | +15.4% | -37.7% | -26.4% |
| YTD | -18.5% | +31.5% | -50.0% | -26.8% |
| 1Y | -21.8% | +32.8% | -54.6% | -30.0% |
| All | -20.0% | +22.0% | -42.0% | -29.6% |
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 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