+27.1%
PCG vs CPNG
-75.9%
+103.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.9% | +2.6% |
| 7D | -13.9% | -7.4% | -6.4% | -13.2% |
| 30D | -16.9% | -4.4% | -12.4% | -16.5% |
| 3M | -14.7% | -7.5% | -7.2% | -14.5% |
| 6M | -23.8% | -19.9% | -3.9% | -22.7% |
| YTD | -10.5% | -35.2% | +24.7% | -7.4% |
| 1Y | -5.1% | -46.8% | +41.7% | 0.0% |
| 3Y | -11.6% | -20.2% | +8.5% | -11.5% |
| 5Y | +59.0% | -48.4% | +107.4% | +57.2% |
| All | +27.1% | -75.9% | +103.0% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling