+35.6%
PFE vs CPNG
-45.7%
+81.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.0% | -9.3% | +1.9% |
| 7D | +4.6% | +20.8% | -16.3% | +3.3% |
| 30D | +12.3% | +20.1% | -7.7% | +11.0% |
| 3M | +21.2% | +1.6% | +19.6% | +20.8% |
| 6M | +21.1% | -15.8% | +36.9% | +21.6% |
| YTD | +30.0% | -27.7% | +57.8% | +32.4% |
| 1Y | +35.6% | -46.9% | +82.5% | +44.0% |
| All | +35.6% | -45.7% | +81.3% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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