-76.2%
PCG vs CNP
+143.3%
-219.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | 0.0% |
| 7D | -0.5% | -3.0% | +2.6% | +1.5% |
| 30D | +0.8% | +6.8% | -6.1% | -3.8% |
| 3M | -22.0% | +3.6% | -25.7% | -24.1% |
| 6M | -17.1% | 0.0% | -17.1% | -17.4% |
| YTD | -16.9% | +9.4% | -26.3% | -22.0% |
| 1Y | -19.1% | +6.8% | -25.9% | -22.8% |
| 3Y | -19.4% | +64.2% | -83.6% | -43.0% |
| 5Y | +9.0% | +76.0% | -67.0% | -27.0% |
| 10Y | -76.2% | +143.3% | -219.5% | -87.5% |
| All | -76.2% | +143.3% | -219.5% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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