+3,280.0%
PFE vs CNP
+1,826.3%
+1,453.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.1% |
| 7D | +1.8% | +1.1% | +0.7% | +1.5% |
| 30D | +10.2% | -1.8% | +12.1% | +10.6% |
| 3M | +12.7% | -4.6% | +17.3% | +13.6% |
| 6M | +10.5% | -8.8% | +19.4% | +12.4% |
| YTD | +20.2% | +5.2% | +14.9% | +18.7% |
| 1Y | +24.1% | +8.3% | +15.8% | +21.8% |
| 3Y | -3.6% | +54.9% | -58.4% | -12.2% |
| 5Y | -20.9% | +73.5% | -94.4% | -29.7% |
| 10Y | +35.8% | +139.1% | -103.3% | +10.0% |
| All | +3,280.0% | +1,826.3% | +1,453.6% | +1,313.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling