+232.4%
PM vs CNP
+138.0%
+94.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.4% |
| 7D | -5.2% | -4.2% | -1.0% | -3.7% |
| 30D | +2.7% | +5.5% | -2.8% | +0.6% |
| 3M | +6.1% | +0.6% | +5.6% | +5.7% |
| 6M | +18.0% | -2.8% | +20.8% | +19.1% |
| YTD | +26.6% | +7.9% | +18.7% | +22.8% |
| 1Y | +36.7% | +6.7% | +30.0% | +33.1% |
| 3Y | +146.0% | +61.1% | +84.9% | +103.8% |
| 5Y | +164.1% | +73.0% | +91.1% | +111.0% |
| All | +232.4% | +138.0% | +94.4% | +102.4% |
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