+123.4%
PM vs CPNG
-21.2%
+144.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.5% |
| 7D | -1.2% | -7.6% | +6.4% | -0.9% |
| 30D | -0.2% | -8.8% | +8.7% | +0.1% |
| 3M | +4.9% | -7.2% | +12.1% | +5.0% |
| 6M | +9.0% | -21.5% | +30.6% | +9.9% |
| YTD | +17.8% | -37.4% | +55.2% | +20.5% |
| 1Y | +16.8% | -54.3% | +71.2% | +22.7% |
| All | +123.4% | -21.2% | +144.6% | +121.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling