-20.2%
PFE vs CPNG
-45.4%
+25.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -4.7% | +11.7% | -16.4% | -5.2% |
| 30D | +3.4% | +3.8% | -0.4% | +3.1% |
| 3M | +9.2% | +1.2% | +8.1% | +9.1% |
| 6M | +15.8% | -3.3% | +19.1% | +15.7% |
| YTD | +23.4% | -30.4% | +53.8% | +24.7% |
| 1Y | +25.8% | -43.1% | +69.0% | +28.1% |
| 3Y | +17.8% | +8.2% | +9.6% | +16.9% |
| 5Y | -20.2% | -44.7% | +24.5% | -22.4% |
| All | -20.2% | -45.4% | +25.3% | -22.4% |
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