+26.1%
PCG vs CPNG
-76.8%
+102.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -3.9% | -4.2% |
| 7D | +6.5% | -7.6% | +14.0% | +7.2% |
| 30D | -16.7% | -8.8% | -7.9% | -16.0% |
| 3M | -14.2% | -7.2% | -6.9% | -13.9% |
| 6M | -21.5% | -21.5% | +0.1% | -20.2% |
| YTD | -11.2% | -37.4% | +26.2% | -7.9% |
| 1Y | -4.2% | -54.3% | +50.1% | +2.6% |
| 3Y | -14.9% | -20.3% | +5.4% | -14.8% |
| 5Y | +54.2% | -51.2% | +105.5% | +52.9% |
| All | +26.1% | -76.8% | +102.8% | +18.8% |
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 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