+31.8%
PG vs CPNG
-76.2%
+108.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +1.5% |
| 7D | -0.8% | -1.1% | +0.3% | -0.8% |
| 30D | +0.8% | -7.4% | +8.2% | +1.0% |
| 3M | -1.3% | -12.3% | +11.0% | -1.1% |
| 6M | -3.8% | -19.4% | +15.6% | -3.5% |
| YTD | +3.6% | -35.9% | +39.5% | +4.5% |
| 1Y | -5.7% | -53.4% | +47.7% | -4.1% |
| 3Y | +1.6% | -20.0% | +21.6% | +1.4% |
| 5Y | +14.6% | -49.6% | +64.2% | +12.3% |
| All | +31.8% | -76.2% | +108.0% | +27.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling