-1.6%
PFE vs CPNG
-19.7%
+18.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -2.1% |
| 7D | -2.7% | -6.3% | +3.6% | -2.2% |
| 30D | +3.8% | -8.7% | +12.6% | +4.4% |
| 3M | +10.4% | -2.4% | +12.8% | +10.3% |
| 6M | +6.3% | -22.3% | +28.6% | +7.5% |
| YTD | +17.4% | -37.2% | +54.6% | +20.3% |
| 1Y | +21.1% | -53.0% | +74.1% | +26.5% |
| 3Y | -1.6% | -20.0% | +18.4% | -0.7% |
| All | -1.6% | -19.7% | +18.1% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling