+22.8%
PFE vs CPNG
-43.6%
+66.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.5% |
| 7D | -0.7% | +7.2% | -7.9% | -1.2% |
| 30D | +5.3% | +3.2% | +2.1% | +5.0% |
| 3M | +10.1% | +0.9% | +9.3% | +9.9% |
| 6M | +18.0% | -3.8% | +21.9% | +17.7% |
| YTD | +25.8% | -30.8% | +56.6% | +30.0% |
| All | +22.8% | -43.6% | +66.4% | +33.9% |
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