+19.5%
PFE vs CPNG
-47.2%
+66.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -1.7% | -6.8% | +5.1% | -1.2% |
| 30D | +0.3% | +5.5% | -5.1% | 0.0% |
| 3M | +9.4% | -6.8% | +16.1% | +9.8% |
| 6M | +14.9% | -4.8% | +19.7% | +14.7% |
| YTD | +23.8% | -35.6% | +59.4% | +28.4% |
| 1Y | +19.5% | -46.8% | +66.3% | +30.1% |
| All | +19.5% | -47.2% | +66.8% | +30.1% |
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