+198.6%
PM vs CNP
+135.4%
+63.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | -1.3% | +1.6% | -2.9% | -1.9% |
| 30D | -2.6% | -0.8% | -1.8% | -2.3% |
| 3M | +5.8% | -3.6% | +9.4% | +7.2% |
| 6M | +10.6% | -6.9% | +17.5% | +13.5% |
| YTD | +17.2% | +6.4% | +10.7% | +14.4% |
| 1Y | +17.6% | +9.9% | +7.7% | +13.3% |
| 3Y | +124.3% | +53.1% | +71.2% | +89.3% |
| 5Y | +125.1% | +72.0% | +53.1% | +80.1% |
| 10Y | +198.6% | +131.5% | +67.1% | +91.7% |
| All | +198.6% | +135.4% | +63.2% | +91.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling