+20.3%
PFE vs CPNG
-52.4%
+72.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -4.3% | -7.6% | +3.3% | -3.8% |
| 30D | +2.7% | -8.8% | +11.5% | +3.2% |
| 3M | +10.0% | -7.2% | +17.2% | +10.1% |
| 6M | +7.2% | -21.5% | +28.7% | +7.9% |
| YTD | +17.3% | -37.4% | +54.8% | +20.0% |
| 1Y | +20.3% | -54.3% | +74.7% | +23.1% |
| All | +20.3% | -52.4% | +72.7% | +23.1% |
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 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