+2.9%
PCG vs CPNG
-50.4%
+53.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.1% | +6.8% | +3.7% |
| 7D | +5.4% | -6.3% | +11.7% | +5.5% |
| 30D | -15.1% | -8.7% | -6.4% | -14.9% |
| 3M | -9.8% | -2.4% | -7.4% | -10.1% |
| 6M | -18.0% | -22.3% | +4.3% | -17.4% |
| YTD | -7.2% | -37.2% | +30.0% | -5.1% |
| 1Y | +2.9% | -53.0% | +55.8% | +10.7% |
| All | +2.9% | -50.4% | +53.3% | +10.7% |
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