+3,981.9%
PG vs CNP
+1,848.2%
+2,133.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | -0.4% | +1.6% | -2.1% | -0.7% |
| 30D | -0.1% | -0.8% | +0.6% | 0.0% |
| 3M | +1.1% | -3.6% | +4.6% | +1.7% |
| 6M | -3.8% | -6.9% | +3.1% | -2.6% |
| YTD | +3.8% | +6.4% | -2.6% | +2.5% |
| 1Y | -5.8% | +9.9% | -15.7% | -7.5% |
| 3Y | +3.0% | +53.1% | -50.1% | -5.2% |
| 5Y | +14.5% | +72.0% | -57.5% | +3.0% |
| 10Y | +117.8% | +131.5% | -13.7% | +81.4% |
| All | +3,981.9% | +1,848.2% | +2,133.7% | +1,449.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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