+7.7%
PM vs CPNG
-3.6%
+11.3%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.8% | +1.2% |
| 7D | +0.5% | -6.8% | +7.3% | +0.6% |
| 30D | -3.2% | +5.5% | -8.7% | -3.0% |
| 3M | +6.2% | -6.8% | +13.0% | +6.0% |
| 6M | +7.7% | -4.8% | +12.5% | +7.8% |
| All | +7.7% | -3.6% | +11.3% | +7.8% |
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