-22.2%
PFE vs CPNG
-53.2%
+31.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -2.2% |
| 7D | -2.7% | -6.3% | +3.6% | -2.4% |
| 30D | +3.8% | -8.7% | +12.6% | +4.2% |
| 3M | +10.4% | -2.4% | +12.8% | +10.3% |
| 6M | +6.3% | -22.3% | +28.6% | +7.1% |
| YTD | +17.4% | -37.2% | +54.6% | +19.2% |
| 1Y | +21.1% | -53.0% | +74.1% | +24.4% |
| 3Y | -1.6% | -20.0% | +18.4% | -1.3% |
| 5Y | -22.2% | -52.8% | +30.6% | -25.0% |
| All | -22.2% | -53.2% | +31.0% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling