+13.9%
PFE vs CPNG
-74.3%
+88.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.5% |
| 7D | -0.7% | +7.2% | -7.9% | -0.9% |
| 30D | +5.3% | +3.2% | +2.1% | +5.2% |
| 3M | +10.1% | +0.9% | +9.3% | +10.0% |
| 6M | +18.0% | -3.8% | +21.9% | +17.9% |
| YTD | +25.8% | -30.8% | +56.6% | +26.8% |
| 1Y | +28.4% | -43.5% | +72.0% | +30.2% |
| 3Y | +20.9% | +6.6% | +14.3% | +20.4% |
| 5Y | -21.5% | -45.3% | +23.8% | -24.0% |
| All | +13.9% | -74.3% | +88.2% | +8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling