+13.4%
PG vs CPNG
-49.8%
+63.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.1% |
| 3M | -1.3% | -12.3% | +11.0% | -1.0% |
| 6M | -3.8% | -19.4% | +15.6% | -3.4% |
| YTD | +3.6% | -35.9% | +39.5% | +4.8% |
| 1Y | -5.7% | -53.4% | +47.7% | -3.5% |
| 3Y | +1.6% | -20.0% | +21.6% | +1.3% |
| All | +13.4% | -49.8% | +63.2% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling