+763.1%
PM vs CNP
+481.8%
+281.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 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% | +7.6% |
| YTD | +15.8% | +5.2% | +10.5% | +13.3% |
| 1Y | +17.4% | +8.3% | +9.1% | +13.5% |
| 3Y | +116.9% | +54.9% | +62.0% | +80.2% |
| 5Y | +117.3% | +73.5% | +43.8% | +70.6% |
| 10Y | +193.8% | +139.1% | +54.6% | +88.1% |
| All | +763.1% | +481.8% | +281.4% | +251.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling