+116.1%
PG vs CNC
+99.9%
+16.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.4% |
| 7D | -0.8% | -0.9% | +0.1% | -0.7% |
| 30D | +0.8% | -1.0% | +1.8% | +0.9% |
| 3M | -1.3% | +4.5% | -5.9% | -2.1% |
| 6M | -3.8% | +85.2% | -89.0% | -11.4% |
| YTD | +3.6% | +61.4% | -57.8% | -3.3% |
| 1Y | -5.7% | +94.9% | -100.6% | -14.6% |
| 3Y | +1.6% | 0.0% | +1.6% | -1.9% |
| 5Y | +14.6% | +11.2% | +3.4% | +7.5% |
| All | +116.1% | +99.9% | +16.2% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 10y: compounded portfolio wealth divided by compounded CNC 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…
10y analysis · Full analysis span regression · 6 months rolling