-19.5%
PCG vs CNP
+7.1%
-26.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -3.1% |
| 7D | -1.6% | -4.2% | +2.6% | +1.2% |
| 30D | +1.4% | +5.5% | -4.1% | -3.2% |
| 3M | -23.4% | +0.6% | -24.0% | -24.2% |
| 6M | -19.4% | -2.8% | -16.5% | -18.3% |
| YTD | -18.5% | +7.9% | -26.3% | -25.2% |
| 1Y | -19.5% | +6.7% | -26.2% | -25.4% |
| All | -19.5% | +7.1% | -26.6% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling