+122.5%
PM vs CNP
+55.3%
+67.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -4.9% | +1.1% | -6.0% | -5.3% |
| 30D | -3.4% | -1.8% | -1.6% | -2.7% |
| 3M | +5.2% | -4.6% | +9.8% | +7.2% |
| 6M | +3.7% | -8.8% | +12.6% | +7.4% |
| YTD | +15.8% | +5.2% | +10.5% | +14.0% |
| 1Y | +17.4% | +8.3% | +9.1% | +14.2% |
| All | +122.5% | +55.3% | +67.2% | +93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling