+10.8%
PCG vs CNI
+6,783.7%
-6,772.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.3% |
| 7D | +2.2% | +2.5% | -0.4% | +1.4% |
| 30D | +0.8% | +6.1% | -5.4% | -1.1% |
| 3M | -23.8% | +0.1% | -23.9% | -23.9% |
| 6M | -19.6% | +14.9% | -34.5% | -23.1% |
| YTD | -16.7% | +30.9% | -47.6% | -23.6% |
| 1Y | -19.4% | +33.9% | -53.3% | -26.6% |
| 3Y | -18.3% | +20.2% | -38.5% | -23.7% |
| 5Y | +10.4% | +8.2% | +2.2% | +5.6% |
| 10Y | -76.1% | +142.2% | -218.3% | -81.7% |
| All | +10.8% | +6,783.7% | -6,772.9% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling