+23.2%
PFE vs CNP
+6.0%
+17.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -3.0% | -0.1% | -2.9% | -2.9% |
| 30D | +5.2% | +5.0% | +0.2% | +4.7% |
| 3M | +12.2% | +2.7% | +9.6% | +12.0% |
| 6M | +17.8% | -1.9% | +19.7% | +18.4% |
| YTD | +26.2% | +8.8% | +17.4% | +25.4% |
| 1Y | +23.2% | +5.6% | +17.5% | +22.8% |
| All | +23.2% | +6.0% | +17.2% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling