+50.7%
PFE vs CNP
+142.1%
-91.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -3.0% | -0.1% | -2.9% | -2.9% |
| 30D | +5.2% | +5.0% | +0.2% | +3.8% |
| 3M | +12.2% | +2.7% | +9.6% | +11.3% |
| 6M | +17.8% | -1.9% | +19.7% | +18.1% |
| YTD | +26.2% | +8.8% | +17.4% | +22.8% |
| 1Y | +23.2% | +5.6% | +17.5% | +20.8% |
| 3Y | +21.3% | +63.2% | -41.9% | +4.7% |
| 5Y | -23.1% | +73.8% | -96.9% | -35.0% |
| 10Y | +50.7% | +144.0% | -93.3% | +14.4% |
| All | +50.7% | +142.1% | -91.4% | +14.4% |
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