+17.2%
PCG vs CPNG
-74.1%
+91.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | -1.1% | +11.7% | -12.8% | -2.1% |
| 30D | +0.1% | +3.8% | -3.7% | -0.4% |
| 3M | -24.4% | +1.2% | -25.6% | -24.6% |
| 6M | -17.7% | -3.3% | -14.4% | -17.9% |
| YTD | -17.4% | -30.4% | +13.0% | -15.3% |
| 1Y | -19.4% | -43.1% | +23.8% | -15.6% |
| 3Y | -18.6% | +8.2% | -26.8% | -20.7% |
| 5Y | +10.2% | -44.7% | +54.9% | +8.4% |
| All | +17.2% | -74.1% | +91.4% | +9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling