+3.7%
PM vs CPNG
-20.3%
+24.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -2.0% |
| 7D | -4.9% | -7.4% | +2.6% | -5.1% |
| 30D | -3.4% | -4.4% | +1.1% | -3.5% |
| 3M | +5.2% | -7.5% | +12.7% | +5.2% |
| 6M | +3.7% | -19.9% | +23.7% | +3.8% |
| All | +3.7% | -20.3% | +24.0% | +3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling