+196.2%
PM vs CPNG
-74.8%
+271.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.1% |
| 7D | -7.1% | -6.2% | -0.8% | -6.9% |
| 30D | -2.8% | +4.6% | -7.4% | -3.0% |
| 3M | +6.3% | -3.1% | +9.4% | +6.4% |
| 6M | +9.6% | -0.9% | +10.5% | +9.5% |
| YTD | +25.6% | -32.2% | +57.8% | +26.9% |
| 1Y | +29.7% | -44.2% | +73.8% | +32.0% |
| 3Y | +147.6% | +4.4% | +143.2% | +145.3% |
| 5Y | +160.1% | -45.2% | +205.3% | +157.3% |
| All | +196.2% | -74.8% | +271.0% | +183.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling