-20.7%
PFE vs CNP
+73.1%
-93.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.0% |
| 7D | +1.8% | +1.1% | +0.7% | +1.5% |
| 30D | +10.2% | -1.8% | +12.1% | +10.7% |
| 3M | +12.7% | -4.6% | +17.3% | +14.0% |
| 6M | +10.5% | -8.8% | +19.4% | +13.1% |
| YTD | +20.2% | +5.2% | +14.9% | +17.8% |
| 1Y | +24.1% | +8.3% | +15.8% | +20.4% |
| 3Y | -3.6% | +54.9% | -58.4% | -17.1% |
| All | -20.7% | +73.1% | -93.8% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling