+35.2%
PFE vs CNP
+132.2%
-97.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.2% |
| 7D | -4.3% | +0.7% | -4.9% | -4.5% |
| 30D | +2.7% | -0.1% | +2.8% | +2.6% |
| 3M | +10.0% | -5.6% | +15.6% | +11.5% |
| 6M | +7.2% | -7.5% | +14.7% | +9.1% |
| YTD | +17.3% | +5.5% | +11.8% | +15.2% |
| 1Y | +20.3% | +8.3% | +12.0% | +17.1% |
| 3Y | -1.6% | +51.8% | -53.4% | -13.3% |
| 5Y | -21.4% | +69.9% | -91.2% | -33.0% |
| 10Y | +35.2% | +139.9% | -104.7% | +5.1% |
| All | +35.2% | +132.2% | -97.0% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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