-19.4%
PCG vs CPNG
-47.2%
+27.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.2% |
| 7D | +2.2% | -6.8% | +8.9% | +2.3% |
| 30D | +0.8% | +5.5% | -4.7% | +0.7% |
| 3M | -23.8% | -6.8% | -17.0% | -23.7% |
| 6M | -19.6% | -4.8% | -14.8% | -19.8% |
| YTD | -16.7% | -35.6% | +18.9% | -16.6% |
| 1Y | -19.4% | -46.8% | +27.4% | -17.9% |
| All | -19.4% | -47.2% | +27.9% | -17.9% |
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