+3,391.6%
PFE vs CNP
+1,874.4%
+1,517.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -2.0% |
| 7D | -3.7% | -4.2% | +0.5% | -2.9% |
| 30D | +5.0% | +5.5% | -0.6% | +3.8% |
| 3M | +12.2% | +0.6% | +11.6% | +11.9% |
| 6M | +14.6% | -2.8% | +17.4% | +15.0% |
| YTD | +24.1% | +7.9% | +16.3% | +21.9% |
| 1Y | +26.6% | +6.7% | +19.9% | +24.6% |
| 3Y | +14.3% | +61.1% | -46.8% | +3.3% |
| 5Y | -21.9% | +73.0% | -94.9% | -30.6% |
| 10Y | +62.6% | +141.9% | -79.2% | +31.4% |
| All | +3,391.6% | +1,874.4% | +1,517.2% | +1,352.7% |
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