+8.8%
PFE vs CPNG
-75.9%
+84.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.2% |
| 7D | +1.8% | -7.4% | +9.2% | +2.0% |
| 30D | +10.2% | -4.4% | +14.7% | +10.4% |
| 3M | +12.7% | -7.5% | +20.2% | +12.8% |
| 6M | +10.5% | -19.9% | +30.5% | +11.1% |
| YTD | +20.2% | -35.2% | +55.3% | +21.4% |
| 1Y | +24.1% | -46.8% | +70.8% | +26.0% |
| 3Y | -3.6% | -20.2% | +16.6% | -3.3% |
| 5Y | -20.9% | -48.4% | +27.6% | -23.2% |
| All | +8.8% | -75.9% | +84.7% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling