-16.0%
PCG vs CPNG
-45.7%
+29.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.0% | -11.1% | +0.6% |
| 7D | +1.9% | +20.8% | -18.9% | +1.6% |
| 30D | +8.5% | +20.1% | -11.6% | +8.2% |
| 3M | -22.9% | +1.6% | -24.5% | -23.0% |
| 6M | -16.8% | -15.8% | -0.9% | -16.5% |
| YTD | -15.8% | -27.7% | +11.9% | -16.0% |
| 1Y | -16.0% | -46.9% | +30.9% | -14.8% |
| All | -16.0% | -45.7% | +29.7% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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