+185.8%
PM vs CPNG
-76.2%
+262.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.6% |
| 7D | +4.7% | -1.1% | +5.8% | +4.7% |
| 30D | +2.6% | -7.4% | +10.0% | +2.8% |
| 3M | +6.6% | -12.3% | +18.9% | +6.9% |
| 6M | +16.5% | -19.4% | +35.9% | +17.1% |
| YTD | +21.2% | -35.9% | +57.1% | +22.7% |
| 1Y | +17.9% | -53.4% | +71.3% | +20.9% |
| 3Y | +129.8% | -20.0% | +149.8% | +129.5% |
| 5Y | +133.0% | -49.6% | +182.6% | +130.8% |
| All | +185.8% | -76.2% | +262.0% | +173.8% |
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