+17.0%
PG vs CPNG
-45.7%
+62.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +12.0% | -8.7% | +3.1% |
| 7D | +5.7% | +20.8% | -15.1% | +5.5% |
| 30D | +15.4% | +20.1% | -4.7% | +15.1% |
| 3M | +13.8% | +1.6% | +12.2% | +13.4% |
| 6M | +18.3% | -15.8% | +34.2% | +16.7% |
| YTD | +20.1% | -27.7% | +47.9% | +16.2% |
| 1Y | +17.0% | -46.9% | +63.9% | +9.9% |
| All | +17.0% | -45.7% | +62.7% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling