+49.6%
PFE vs CNP
+142.6%
-93.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -4.7% | -4.3% | -0.4% | -3.6% |
| 30D | +3.4% | +5.7% | -2.4% | +1.8% |
| 3M | +9.2% | +0.9% | +8.3% | +8.8% |
| 6M | +15.8% | -1.1% | +16.9% | +15.8% |
| YTD | +23.4% | +8.3% | +15.2% | +20.3% |
| 1Y | +25.8% | +5.9% | +19.9% | +23.3% |
| 3Y | +17.8% | +64.6% | -46.8% | +1.4% |
| 5Y | -20.2% | +74.6% | -94.8% | -32.6% |
| 10Y | +49.6% | +139.8% | -90.3% | +15.4% |
| All | +49.6% | +142.6% | -93.0% | +15.4% |
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